Primary is the stage attached to the tank, HP (high pressure) Secondary, LP (low pressure) the one(s) you put in your mouth. The octopus is an extra secondary, as backup, or to share.
The octopus should have a plug or shroud, to keep it free of debris.
It's a good idea to give it a short purge before diving, to test.
The octopus (usually but not always) yellow is the one to share 1st, and if that fails, buddy breathe with your own.
The octopus should be held by a clip on your BCD, or in the absence of a hose clip, tucked in a shoulder strap making a loop. Free octopuses are not a good idea for several reasons, like debris, you can't see if it's open or bubbling, it can snag, etc.