See the links:
http://www.argos.co.uk/static/Browse/ID7...
http://www.ikea.com/gb/en/catalog/catego...
The 'thing' in your example photo is built up from several units of modular bedroom furniture; the bedroom equivalent of fitted kitchen units.
Examples of some parts:
http://www.diy.com/nav/rooms/bedrooms/mo...
http://www.supplyonlybedrooms.co.uk/cat....
Something like two full-height wardrobes with a mixture of drawer units, shelves and doors plus three bridging units.
Sounds like you are thinking of a "Captain's bed"... these are platform bed frames that have built-in drawers on at least one side. There are also "under-bed drawers," which have casters on the bottom and can be used with standard bed frames (as long as there is enough clearance for them to fit underneath).
I recently wanted to purchase the cabinets that go around the bed and I do not know the name. Could you please tell me whats it called?
(Example pic - http://www.evollt.com/inspiring-bedroom-designs-for-teenage-girls/bedroom-with-wall-pink-paint-colors-ideas-for-teenage-girls/ )