Anywhere from straight away, to a few months, or never if they're adult size.
Usually though, it can be very soon after, as they've been in transit and in shop's display tanks, where there's no safe time (no shelter) for them to change shells, so they'll stick with the cramped one they have. When in a peaceful home tank, they can be pretty keen to change when first introduced. Same story with anything with an exoskeleton like Cleaner Shrimp, etc.
If you haven't got any spare shells, have a look on eBay, some people sell bags of them they've collected from beaches, etc, just be careful of size, as bigger ones are harder to come by, you might inadvertently buy a bag of smaller shells than you already have.