Answer
At object creation.
Work Step by Step
When a turtle object is created, its position is set at (0, 0)—the center of the window—and its direction is set to go straight to the right.
The turtle module uses a pen to draw shapes. By default, the pen is down (like the tip of an actual pen touching a sheet of paper).
When you move the turtle, it draws a line from the current position to the new position if the pen is down.