It does sometimes happen that some staff may be kept on when a company is insolvent, working for the administrators. This is usually when there is a hope the company or some of it might be sold on or made viable in some way. Those employees who do stay on will have their employment transferred.
The fact that your colleagues hadn't been there as long as you isn't a valid reason that they should have been selected for redundancy instead, but if you feel the process they used for selection wasn't fair, you can appeal on that basis. Who is asked to stay on may depend on what job they are doing, what the administrators need and which parts (if any) of the business might become viable.
In terms of your redundancy pay, the administrators should give you a form to complete. Have a look at
The Insolvency Service Website which tells you about how to claim. I think if I remember correctly you need to write to your employer claiming what you are entitled to and then claim from the National Insurance Fund if they can't or won't pay.