it's much easier if you set it up before the plant grows through it. if oyu have to bend and shape things down to it, or have to work it around several colas across entire canopy, it takes a lot more effort to do it.
so wherever you intend to have it - height-wise - set it up before the plants get there. Less important if it will only provide support, but more important if you intend to use it to train your plant horizontally until you fill the space.