I usually apply a couple of coats after laying, then grout, then a couple more coats.
If you have the space to lay the tiles out then you can seal before laying, handy if you think you may be messy which is likely if you are not used to tiling, keep a clean wet sponge handy to immediatly wipe any adhesive off the surface. This will slightly slow the drying time.
Use a white powdered adhesive as any marks will show less.
Jason