Bedrolls are used from the inventory (ie when on a caravan)
When a pawn needs to rest but can't find a bed, he'll place a bedroll from his inventory (he can find an uninstalled bed on the ground, or in some other inventory)
Bedrolls are picked back up after sleeping.
People remember their bed from their home colony, so when they use a new bed after a raid, they will re-claim their bed back home.
Bedrolls aren't used if the pawn has an assigned bed. There is an option to use bedrolls if their assigned bed is too far away.
Bedrolls can be created at tailoring benches (in minified form instead of a constructed building).