to answer your questions..
How: with a syringe
when: doesn't matter
Injecting before you go to othe gym is silly IMO, unless you are using an extremely fast acting drug like test suspension. It just serve no purpose besides the placebo effect. The drug will not be incirculation by that time so it isn't like you will be benefiting from an extra boost, however you may be irritated by the lump of oil in the body part you are trying to train. It doesn't really matter of course, you can do it whenever you want.
I don't think it is a good habit to get into though, feeling like you need to inject before you go in to feel like you'll have a good WO, b/c you can become mentally accustomed to that. I know it sounds silly but I know a guy that is a BIG user, and he has gotton to the point that he can't go in without injecting before, even though it is nothing but placebo, he can't handle not taking something. I have even seen him pop some D-bol in the middle of his WO. It does nothing for him, the shit takes a while to start working, but that is how severe his addiction is. You don't want to become mentally dependant on a placebo effect. my 2 cents