BTW can be used at any point, whenever you feel the need to provide more details or raise a new issue that is not directly related to the main subject. It occurs very often during informal conversations, in discussion groups or in email messages. An example would be while discussing plans on the weekend, BTW, did you watch the new movie trailer? It is however not applicable in formal or professional messages where complete phrases such as By the way or transitional sentences would be more applicable in preserving an elegant tone. Know more about what does btw mean