You could add it in the boil. But........if you're not sure how much you want to use you could also add it at bottling.
What I mean is this- lactose is the "milk sugar" in stouts, so it's sweet. If you're concerned about the amount because it's an untested recipe, you could add half of it at the end of the boil, and then to taste at bottling. Or all of it at bottling if you want to. If it's a proven sweet stout recipe, and you're confident in the amount, then you may want to add it at the end of the boil.