Different people have different preferences. First example is where you just apply a lense to study something. You get a result and use the result to get into action. Maybe you use a SWOT analysis to figure out your strengths, and then step into action to use those strengths.
But you can also use two lenses in parallel. For example, do a SWOT analysis and a TRIZ Ideal Final Result. When you have results from both you can use it and move on into action.
Third example would be to use the lenses in sequence. First you use a TRIZ Ideal Final Result (for example) to see where you would like to be. And then you apply a SWOT-analysis to learn more about the obstacles and ways to get there.
Last example is when you take (two or more) lenses and combine them. Use them together. Maybe doing a TRIZ 9-window and a SWOT within each ofthe nine boxes? The result would be something different from applying the lenses in sequence or individually in parallel.
Imagine what magic would happen when other lenses are combined and used. Using multiple lenses in different ways is a powerful "tool".
In the examples I have only used SWOT and simple TRIZ-mechanisms as illustrations. Learn more about other lenses and join the discussions! And good starting point is http://lenscraft.wikispaces.com/