Ideally, right after each session, unless your scheduling puts an upper day immediately before a lower. I agree with Dave101 that doing a sprint session the day before your squat or deadlift day is a bad idea.
But a lot of it has to do with your individual scheduling. I live in a city so it was tough to find an open track. Sometimes, I would drive to a park after the 5/3/1 session when I was working out in the A.M., but this literally added 30-40 minutes to each session with all the driving.
If I were to go back to this plan, I would do the sprints in the A.M. and the lifting in the P.M. like this:
Day 1: AM - off PM - DL 5/3/1
Day 2: AM - off PM - off
Day 3: AM - Sprint PM - Bench 5/3/1
Day 4: AM- Sprint PM - off
Day 5: AM - off PM - Squat 5/3/1
Day 6: AM - off PM - Press 5/3/1
Day 7: AM - Sprint PM - off
This puts about 36 hours minimum between the sprint/lower sessions and gives you one whole day off. I don't really think you would need more than 3 sprint days, esp if they are actual sprints on a track. But, if you really needed that 4th day, I'd put them on day 6 in the A.M.
But as I said above, I think right after is the best if you can make it work, and I would follow the same lifting pattern. Hope that was helpful.