I don't know how missions handles it, but I usually do it on the fly.
If the info is important the group should work for it. If the info is trivial then it shouldn't be hard to get. If the group is floundering and doesn't know what to do then maybe a contact remembers hearing rumors that some other guy knows something. That sort of thing.
Since legwork can be one of the biggest roleplay aspects of the game I tend not to make the dice rolls the biggest determining factor. But that's just this one man's opinion.