Dry hopping will add aroma and flavor to your beers. It will add some IBUs but it is very minimal. The method I use is to just dump them into the fermenter (pellet hops) after the bubbles in your airlock or blow off tube are roughly about 10 seconds apart or so. The idea is that if you add them while there is still some fermentation left, the yeast will eat up the oxygen that is present in the hop material, preventing oxidation.
I don't do any secondary fermentation with my beers. But you don't want to add it right away to the fermentation either (as the yeast flocculate, they will pull your hop oils out of the beer and will minimize the effect of dry hopping).
You do not need to heat the hops, and I would advise against that. And just because there is no heat in your fermenter, the hop oils are still saturating your beer.
Hope that helps.