Others will know more, but FWIW in my limited experience and with my limited knowledge, I can tell you that lactose is mostly a non-fermentable sugar, if you add it at the end of the boil or at fire out, or hell even in the middle or the beginning you will be fine, it will dissolve and mix in well, and only a small portion will ferment, the rest will stay nice and intact and provide you with that "milky" sweetness.
I don't suppose it would matter if you didn't add it until secondary, same result I would think. Your biggest issue would be getting it mixed in well without oxygenating the beer. In which case you would want to warm some water with it until it dissolved in good, and not much..then cool it down to the temperature of the beer coming out of primary. This should at least suspend the lactose well in the water, then I would pour it into the secondary first and rack the beer on top of it to try and mix it in well.
The two times I have used lactose, I added to the boil at the end to get it mixed in well.