Here is the relevant parts from section 6.1.4 (my bold for emphasis)
Quote:
You capture an objective if you have a unit within 15cms of it
in the end phase and your opponent does not. An objective is
contested if both sides have a unit within 15cms of it in the end
phase. Units from broken formations or from formations that
have rallied that end phase can not capture or contest
objectives.
Check at the end of each turn to see how many objectives you
control. Objectives do not have a ‘memory’ and you will lose
control of any you have captured if there are no friendly units
within 15cms of them at the end of any subsequent turn.
So technically you check at the end or every turn, but you can't win until 3 turns have been played so most only start checking then. Of course it's a good idea to have a mental count in your head at the start of turn 3 as to how you're doing and what you want to achieve
