The Holocaust specifically? It wouldn't really be useful, except as a couple of people have pointed out, almost certainly prisoners would be used as test subjects to measure bomb's effects at different ranges. If you're a Nazi, why use animals for this purpose when you can use human prisoners?
In terms of manufacturing, prisoner/slave labour was used in several settings in Nazi Germany so it would make sense here, too.
The real question is when and where the bombs would be used. I'm not sure they would be thrilled about contaminating their future lebensraum with radiation, but maybe once it became clear they couldn't take Moscow, and probably against Britain once it became clear they weren't going to be able to invade or force Britain out of the war.
Staying within our timeline, though, if I remember right research continued under military guidance from 1939 to 1942, at which point it was decided there was a future for nuclear energy but not a military weapon in time to contribute to the war. So I suppose the most plausible timeline you're left with is one where they keep their research going and have a usable weapon by 1944 or 1945. I'm not sure how exactly you get there, because it's not as if they were just a single step away when they shifted the program in 1942, but I think it's unlikely there would be a weapon available before close to the end of the war, at which time the options for using it are more limited. For instance, I doubt that the V-2 could carry whatever first-generation nuclear weapon the Nazis might have been able to develop.