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Once the location has been challenged and banished, characters essentially fall out of the location back into the main play area

They then stay there and can use the abilities written on the card, as long as you can pay their cost

From there, players may spend their ink to play characters, items, actions, or locations in an effort to be the first to hit 20 Lore

As such, unless Wizards announces that Secret Lairs will always come with a valuable bonus card, it's probably best to not expect any extra value and get a happy surprise if your drop happens comes with a bonus card on the level of Liliana, Teferi, or Jace

Since you need to be careful about your life total, you want to focus on creatures with high attack as opposed to ones with low power, as those will often take a while until they become a problem (if they even do at all)