Some hotels don't allow it at all, and will stop you if they see you obviously taking drinks and food into the rooms, and take the items from you. If they do have this policy, there will be a notice displayed in your room or in your hotel reception about it.
Some hotels have no problem with it. Obviously in self catering hotels, you can take whatever you like in, as you have cooking facilities etc and thats what you're paying for.
Where are you staying Carol? Maybe one of the members here has already been to your hotel, and can advise you.
Elaine