Finings is a clearing agent to help improve the clarity of your beer.
 
 
 
You can fine with gelatin in either a fermenter (primary or secondary), or directly in the serving keg. In either case, you want the beer to be cold, ICE cold. 

The colder the beer is, the more haze-forming particulates will form. This is also known as Chill Haze.
 

The more haze-forming particulate that forms, the more particulate the gelatin can fine out. You may have some success at cellar temps (10-12C), but for best results the beer should be at serving temp (0-4C) or cold crashing for -1C for 3 Days.