Welcome to the dark side!
You add the FWH to the boil kettle, and as the wort drains into it, you get flavor from them. I add them first, then start draining my first runnings, and then my sparge water.
My sparge water is nearly boiling when I put it in the HLT (it's a cooler) so I am careful not to crack the cooler but put in the hottest water I can. I mash out, to bring the grain bed up to 168 (I use Beersmith for the calculation) and then keep a thermometer in the grainbed during the sparge to ensure it doesn't get warmer than 170 degrees. So far, even with very hot water in the HLT, it doesn't get over 168, and sometimes drops to 167 or so.
I have never used rice hulls, but I don't make many wheat beers. Even with over a pound of oatmeal, and one time 3 pounds of rye, I didn't need them.