There technically is no secondary fermentation. There is just, fermentation. After the initial ferment is done (maybe 4-7 days), many like to transfer to another vessel and off of the yeast cake. I guess this is to prevent off flavors from dead yeast (autolysis) but this is not an issue for the home brewer. This may be an issue for LARGE scale brewers using huge conical tanks where the pressure at the bottom of the cone is enough to kill yeasts.
For the home brewer, leaving a beer on the initial yeast cake isn't an issue and considering the potential for introduction of contaminants, is avoided by many. ie. don't mess with it if you don't have to. Fermentation will continue at this point, just slower. One problem with transferring to a new container (secondary) is that you could potentially stop the ferment and not reach the final gravity you were shooting for. If you had just left it, it may have continued further.
I'm not an avid dry hopper, but it is usually done just after the bulk of the ferment is done.