When and Why Do Scholars Use Secondary Scholarly Sources?
1) To establish, at the start of the paper, what has been said in general about their topic. For instance, Shakespeare's treatment of women in his plays; Shakespeare's use of "nature vs. civilization" images; the Early Modern period's public norms for females' behavior in public places; the Elizabethan theater's typical female character types vs. Shakespeare's female characters. Cultural anthropologists, historians, and social historians study the evidence for cultures' rules of operation. This allows you to set up your best readers' understanding of what other scholars have said, and you can launch your own thesis as an addition to, modification of, or negation of those opinions. This technique avoids merely repeating what any one source said by combining data and/or reasoning from multiple sources (including your reading in the primary source) to synthesize a new thesis no one of them could have discovered.
2) To establish, at the start of the paper, what critical interpretive methods you will be using, grounded in which specific authors' interpretive theories. No interpretation is possible unless the interpreter assumes the validity of an interpretive theory and its relevance to the evidence in the primary source being interpreted. "Critically informed interpretation" explicitly assures readers from the outset that the author of the interpretation understands the theory's assumptions and its methods, and has properly determined that it is appropriate for use with the primary source in question. For instance, a close reading of Shakespeare's King Lear might look at its characters' use of metaphors and similes and imagery involving femaleness. Why would one do so? Theory explains our motives and our methods to our readers. Perhaps the author is using Feminist theory, specifically that of Lois Tyson in Critical Theory Today, where she shows how one can detect the text's political treatment of gender by noticing how it identifies the "Monstrous" or the "Other" with "masculinized" women (when Regan takes up the sword to kill the servant--see the other servants' comments). The opposite treatment of the "feminized male" would show up in Lear's comments about his tears, his fear of becoming feminine in his rage, and even his adoption of the flowery wardrobe in his madness. Another student might use Foucault's "circulation of power" theory from New Historicism on the same play to seek socio-economic evidence that traditional hierarchical master-servant relations in Shakespeare's time were growing unstable as new mercantile rules of apprenticeship (in which apprentices eventually replaced their masters) displaced older feudal rules of service and separation of the estates (in which one was bound to serve a master, including one's spouse, for life).
3) At the point at which the question arises, to prove that an author could have known about or even cared deeply about some event, work of literature, idea, person, place, or any other kind of thing which you believe the text you're interpreting refers to or which should be part of our context for interpreting that text (Wimsatt and Beardsley's "intermediate" external evidence; E. D. Hirsch's "linguistic horizon" of a word's meaning). For instance, Sidney's praise of Seneca in the Astrophil and Stella strongly suggests familiarity with that Stoic philosopher and playwright's works, but did he ever comment on Seneca in a non-poetic text?; Astrophil defends pursuing Stella for extramarital erotic contact, an activity the Puritans described as sinful, but does Sir Philip Sidney elsewhere describe unmarried erotic behavior as a sinful activity in his other works, or is he personally in favor of it?; Sidney's Defense of Poesy opens with an anecdote about being trained as a rider by the riding master of the Holy Roman Emperor--does Sidney's training as a rider affect his representation of horses and riders in his sonnets? This allows you to develop intuitive hunches about the emphasis you believe you see the author adding to an apparently trivial detail so that its meaning can help your thesis explain it as part of a related pattern of significance in other details. If he really thinks Stoicism (rejection of worldly desires) is a great philosophy, then he is unlikely to have thought "Astrophil" was a wise persona rather than an ironic one. If he treats unmarried sex as a common and agreeable behavior, he would be less likely to be a firm believer in Stoicism and he might be more vulnerable to Puritan attacks, whereas if he does not, he may be trying to separate what poets "make" (i.e.,"Astrophils" as instructive and entertaining tools) from what poets "do" in their real lives. Historians who study philosophy could tell you what people typically thought about those schools of philosophy in Sidney's era, so you could tell whether Sidney was typical or atypical. Most modern readers have little experiences of horses, but an English knight-warrior like Sidney may have known and ridden them since he was a boy. Historians could tell you about how riders of the past controlled horses, and agricultural researchers could tell you a lot about how horses behave. We might be able to learn more about his view of just how difficult it is to control human passions if we examined how one controls a one-ton stallion from which the modern Shire probably was descended, a horse trained to respond to thigh-pressure alone, while you use your hands to hold shield and sword while fighting an armed and mounted opponent. (And most modern folks can't use a cell phone and drive at the same time.)
4) In the introduction if the source supplies an essential piece of reasoning for your thesis, or at the place where it's needed if the source supplies an important piece of supporting evidence, establishes the date of a text or event that your author may refer to, or identifies an apparently unusual thing or person in the text which may be an important piece of period or thematic detail. For instance, the Miller in the Canterbury Tales' "General Prologue" is described as extremely well-armed, but what would that have made him seem like for Chaucer's contemporaries, a bully, a thug, a comic would-be nobleman-soldier, based on the customs for weapon use in fourteenth-century England; the Wife of Bath famously tells us that she has been married at least five times, but now is single and looking for the sixth, but is being a single woman in fourteenth-century England such a bad thing, or does she need to be married for socio-economic reasons?; the Physician says (in the "General Prologue") that gold is a cure for everything, but before you dissect his portrait for signs he is greedy, have you asked whether medieval physicians actually used gold to try to cure human diseases? Answers to any of these questions might allow your thesis to become more accurate in its description of the text's "mental world" by infusing it with the facts of the author's own world as they are relevant to the text. Historians and economists and sociologists could help answer those questions about the real world in which Chaucer and his audience lived and from which their expectations of "normal" behavior would arise. (Note that the databases accessible through JSTOR are your best source for article-length evidence, but the library's Main Collection of printed books also contains major studies of the history, economy, and social history of the era you are studying.)
5) In the introduction if the source is essential to the thesis, or at the place where it's needed if more minor support, to supply statistical information that might put the paper's topic or thesis in perspective. For instance, were there "autobiographies" by men written earlier than Margery Kempe's and, if so, what language were they written in and what parts of the men's lives did they usually describe?; in the years Margery composed her narrative, how many people were interrogated by fifteenth-century English bishops on suspicion of religious heresy, especially heresy involving public preaching?; who were these suspected "heretics," what "false beliefs" were they suspected of spreading, and could Margery have been one of them?; how many of the brewers in fourteenth- and fifteenth-century England were women--was this an unusual occupation for women? Historians, religious studies scholars, economists, women's studies historians, and sociologists can answer those questions. This information allows your reader to gauge the "unusualness" or "frequency" or "enormity" of the issue you are exploring, perhaps to see whether Margery is inflating or deflating it for literary effect, or whether she takes unusual interest in it for some literary-structural (rather than "historical") reason.