Ideally you would want to collect it just after you exit the aircraft before you enter the terminal. Our recent experience of this was somewhat hit and miss. We even had to borrow a buggy as the lift was not working and they refused to bring it up the stairs and already sent it in. We had around 6 hours for our connection at LHR.
When it works you simply gate check it as you board you next flight. You then leave it further down the walkway for the ground crew to put onboard.