I always get my horse's teeth checked when the vet come out to do yearly vaccines. My vet is good about telling me if I can wait or if they need to get done.. then before real bridle work starts I get their wolf teeth removed from then on they should be checked at least once a year.. some horses require it more often then that
You should have a mouth inspection soon after birth to find if there are any abnormalities. If everything is clear and there isn't and under or overbite you can usually wait until before a horse goes into training, around 2.5-3 years is common. Young horses have teeth that are softer and develop points and waves more quickly than when they are older so you will need to get them done at minimum every year from that point to several years forward, and sometimes 6 months.