when i did extract/grain recipes i added it to the specialty grains when they soaked for 30-40 minutes. all grain, i add half in the mash, and half in the sparge water. this may not be the only way, but the yway my local HBS has recomended to do it.
add the gypum to the mash a little at a time.remember its add'd to change mash ph, pale ale need's a mash ph in the range of 5.2 to 5.5 add too much and you'll get a harsh bitterness in the finish'd beer.