The Wikipedia page has a good explanation of the role that CLAMP played on the production.
To summarize it, CLAMP was contacted during the beginning planning stages. They provided ideas that helped with the development of the setting and characters. When they were developing Lelouch, Ageha Ohkawa, the head writer at CLAMP, said that she saw him as a character that everyone could relate to as being "cool" and a "beauty". Zero was one of the earliest developed characters, with the mask being a something that was felt to be necessary for a Sunrise (the studio) show as well as being something CLAMP saw as being unique design.
The finalized original character design art done by CLAMP was converted into animation character designs by the Sunrise character designer, who had extensively studied CLAMP's art and style. He focused on designing them to allow the other animators to apply them without moving away from CLAMP's original art style.