That's entirely up to you. Some folks swear by washing the pieces first, pinning each piece into it's dimensions according to the pattern, letting them dry, then sewing them together. Others sew first, then wash and pin into shape to let dry. It's a trial and error thing and entirely up to you, but there is no "set" way for it to be done.
I avoid seaming if at all possible but you will get a better result by washing and blocking first. The work will look crisper but also if you block to measurements you can confirm ahead of time that you have knitted each sleeve the same instead of finding out after the fact when it's already sewn on and then blocked.