If you ask for a Montana Room usually you are in the main building, depends when you are going as in the Winter it's nice to be inthe main building for going down to breakfast, so you don't have to walk outside.
Lakeview is also nice to ask for as you can see the Panoramagique balloon and the lake.
BUT....dependig on when you are going, they are doing a refurb, and if you want a refurbed room you will need to ask to be in the Lodges. Just to make things good and confusing, unitl the whole hotel is completed, the newer rooms are classed as Montana rooms (but are NOT) in the main hotel.
All of that said, the Lodges are not miles away from the main section as
Disneyland Paris is not huge (at all).
We were in a non-refurbed room last October in the main hotel, the room was great and with 2 small kids we really appreciated a short elevator ride to the breakfast area!
Hope that helps.