The best time is when you're creating a Position. If your ATS is already integrated (check out 'Integrating your ATS with Hired'), you will see section that says "Link to an ATS job" above the title of your Position. Start typing, and select the correct job from the dropdown.
If you have already created a Position and want to link it, you can do so from the position itself. Select the desired position from the lefthand side of the homepage. Then, hover over the 3 dots icon in the upper right corner and select 'Edit Position Details'. This will open the edit modal and allow you to link the Position to your ATS.
Once you've linked your Position to its corresponding ATS role, you will see a checkmark icon along with "ATS" displayed in the upper right corner of the Position. This indicates your Position is successfully linked!