Rent Supplement may be paid directly to Landlords but it's not automatic and doesn't happen everywhere around the country. You can ask the CWO (or ask your tenant to ask him/her) to have it paid to an account.
The reason it's not done automatically is because in the past a number of landlords have assumed that direct payment constitutes a form of contract between them and the HSE (which it doesn't), so have tried to seek compensation for damage done by the tenant.