I guess I've always imagined the skies as being pretty similar to the world of the living, in the sense that there are different territories and cats can wander between them. they're loosely connected to the ground, so like, starclan is "above" the clans, and skyclan's ancestors left that area to stay "above" skyclan when they moved. but since it isn't ~real~ land there's no concrete layout or solid separations. we've seen cats travel between starclan and the dark forest, or accidentally wind up in rock's territory, so I think it's fairly easy to get from one place to another (though some, like the tribe and skyclan, are "farther away" in a sense)
loners have wide open spaces but might run into other cats. kittypets share the human afterlife so they can be with their owners but also are still connected to where the wild cats go. for rogues, I guess it's a lot like clan cats? has there ever been any clear statement of how warriors end up where they do, either? it's probably obvious for most cats, so the truly bad go straight to the dark forest and the good/neutral just start out in the loner skies or the outskirts of the clan territories... but I imagine there are some cases (for both rogues and warriors) where they could tip over to either side, or get run out if they're too threatening/unpopular, or maybe simply get lost if no one from starclan cares enough to come guide their soul
as for what they look like, I picture them mostly as a larger and more idealized version of the places the groups came from. better weather, endless prey, places to be alone or hang out with other cats, a less constricting sense of time... whatever makes them most comfortable