I did this recipe w/ 4oz Lactose added for the last 15 minutes of the boil, 1 split/scraped vanilla bean added for the last 5 boil minutes, and 1oz REAL vanilla extract added at flameout.
At bottling/kegging you have to hit it up with more lactore and more vanilla (if desired, I'd taste is first to make sure it's not too sweet for your liking). you'd obviously have to add sugar or DME at bottling/kegging also.
So, the simple answer is that lactose and vanilla are added AT the boil and AT bottling, along with some priming sugar/DME for carbonation.
Also, the original thread would be a good place for the question!