I assume the general gist is that you should in fact add them, as, in theory, if someone would be damaging their health by your work in any way, you could be made responsible. That's at least how it would work in (some) countries.
Of course, the question then is: '"At what point would it be necessary?" - which is more of a subjective matter.
First of, not all triggers are on the same level, and it is also important how 'much/hard' it actually is within your work. Saying that your work has damaged my mental health because it 'hurt my beliefs of being a bad person in any way' (just an example) will probably not cut it in court, either.
We live in times where taking responsibility, at least to some extent, is not only important but also just good behaviour. So if you think your work could harm/hurt somebody in any form or way - you should post a disclaimer. As said, you can also overdo it and disclaim everything to not step on anyone's toes, so as long as it is not in the 'could get you in trouble' category, you should do it as your own feeling tells you.
In regards of where: It should at least be somewhere where the people it could/would affect have a 'definitive' chance of seeing it. For example, if you have a download for your work, write a disclaimer into that part of your page.
You can also add disclaimers somewhere as notes into your work as stated above. However, putting it somewhere where people that need it can find it, is not an ideal option. You should not put your work's presentation over your consumers by saying "Yeah they will find it in there, probably".
While it is true that people should be responsible for their own health (by knowing about their 'issues' for example), you are then responsible to actually give them a solid chance at even learning that your work has something that they should be aware of. Depending on what your work actually contains, and to what extent, should then be an answer to 'should I put it at the very front of my work or somewhere else".