I would roast them and add them, crushed, into the secondary if you want a walnut flavor. You could add them to the mash, but most of the flavor will be gone after the boil. Lager after secondary is through to get most of the oils to separate. I'm getting ready to do something similar with a peanut porter and will be making a walnut beer once they start falling from the tree.
[807.2, 191.8] Apparent Rennerian