Do you actually lose resources when attacked, or does the attacker just 'gain'?

Yes you lose them. When you are attacked by an enemy player and if they win they will raid resources and possibly gold from you. What they take will depend on how much they can carry and how much you have available.

They can only take rss in your warehouses (totals shown at the top of the screen) and not items stored in the inventory. If you have depot protection from being a farmer or from your alliance research then a certain level of each resource will be protected.

You can check the battle report mail after any fight to see what resources were taken.