No, do not ask that the scholarships funds be given directly to you. We don’t want them to think less of you, since that is not the standard process. Read the scholarship applications to see if any are for personal expenses- not common.
Check the college financial aid page. There should be a form to report all outside scholarships and also information on how they apply outside scholarships. If you don’t understand after reading there, call the school and ask how outside aid is applied.