When I arrived as DV winner, they basically sent me to secondary processing in a separate room. They had about 20 people waiting for secondary inspection of various sorts, e.g. some were accused of illegally working in the US, some got their luggage searched, some were sent back home etc. I waited about 3 hours to get my fingerprints taken, and I think that is where they took the big sealed embassy envelope from my passport as well. Other than the big waiting time, the actual fingerprinting was reasonably quick.
