The floor consisted of a layer of tiles then a layer of concrete and then another layer of tiles. The walls had ceramic tiles in them in order to maintain the heat. The Romans made sure that the hot air and smokes didn't leak from the floor and the walls which was quite a feat of engineering considering the materials used at the time. A leaking floor was very dangerous and could even cause death as CO2 is odorless and toxic.
Rooms that required the most heat were placed close the furnace. For the baths this room was called the caldarium. The heat could be increased by adding more wood. It is worth noting that operating a hypocaust was quite expensive. It required labor and wood to maintain the fire. Labor usually consisted of slaves that would monitor the fire.
Only wealthy Romans could afford to have such a system in their home! Firstly, building a hypocaust was expensive and required skilled engineering. Secondly, it required slave labor to fuel and monitor the furnace for hours. Thirdly, there were probably maintenance and repair costs which were also expensive. But it is worth noting that most Romans could experience the joys of such a heating system by visiting the thermae or the Roman hot baths where walls and floors were heated. The Pompeii Old Baths is a good example of such public baths.
Interesting facts about the hypocaust system