Simply consider whey a convenient source of protein. Basically, you should be trying to eat a certain amount of protein per day. Use a combination of whole food sources and protein shakes to reach that number.
In terms of "special" characteristics which would make whey protein different from other proteins would be some of the immune boosting benefits of the whey, in addition to its speed of digestion, making whey a good choice to use first thing in the morning, pre workout, post workout (although it is still slower than whey hydrolysate, which is ideal after a workout.) You can also just have a shake with your meals to bump up the protein content.
Just don't think of it as some special musclebuilding super supplement. Its just food. Caloric intake is of paramount importance when gaining size, and all the whey and creatine in the world isn't gonna put lots of muscle on you if your overall calorie intake is too low.
Creatine can help you work harder in the gym, whey protein can help you get enough protein per day, both will help you gain muscle if everything else is in place.
I personally would not use any supplements sold at Wal-Mart. I don't know if you have the ability to buy products online, but Biotest...the company behind this site, hint hint...makes an economical whey that is high quality.