Welcome to the forum. Buying at auction is really no different than buying from a dealer or private party. The burden is on you to determine if the RV is in good condition and has no major problems. (They all have minor problems)
If you don't have one, get a moisture meter to check the walls, ceiling and floor. I use a pinless meter to check our Souhwind several times a year.
Like BB_TX said, if they don't allow a thorough inspection don't even consider the unit.
Determine what you are willing to pay for the unit. Don't get 'auction fever', it can get expensive. :S