As AJ says, use them where they will do what you want. Some of them have an affect on pH as as such you want to be sure you aren't adding more in the mash than what you need to get to yoru target pH.
Likewise with the sparge, a high pH can cause issues, so you want to be sure to be below something like 6. As long as the pH is less than your target, you can add the remainder in there.
Or you can add any additional salts in the boil kettle so you don't upset the pH requirements for the mash and sparge.