As I see it, a warmup serves two purposes: It gets you ready to draw at your fullest ability, literally warming up your drawing muscles, and it keeps certain techniques/ideas fresh in your mind. Both of those purposes have utility as soon as you've completed at least one exercise, so I think that's when you should start doing warmups :) I start each day's drawing with a timed 15 minute warmup, and I think my following exercises are definitely of a better quality than they would be if I started them without warming up first! Since the warmups aren't assessed anywhere, there aren't any formal requirements for them, but I think it makes the most sense to warmup with whatever medium you're going to be using, which, in the case of the lessons, of course, is your fineliner :)