I began mine on mealworms and bugs early (less than a week), but don't forget to provide grit as well. Sand works well and they may even dust bath in it.
Everyone's different. I start my chicks on grit about Day 3. A few days after that I start dropping broken dried mealworms on the floor of the brooder, calling, "chick, chick," the way I will when they are older. I want them to learn that the sound of my voice means it's goody time. I never give my chickens many treats as I feel it interferes with their balanced nutrition, but I give them a little.
Not until they're about to lay for me.... I know that people are programmed to think that giving treats is good and fun and they love it. But my Privett expert where I get my chicks always warns me against making them grow to fast with too much protein since they're layers and not meat birds. But when their bodies do call for more protein and calcium, that is the time (Protein=seeds and all kinds of protein treats; calcium=oyster shell or ground egg shell; random yogurt, etc.)
You don't need to treat, ever. If you are treating, you should make sure there is a grit source available (really, any time they aren't eating crumble or pelleted feed). Many people overdo treats - because the bird seem to love it, and it brings them pleasure too.
I'm going to caution against that.
Nutritionally, the most important time for your birds is their primary growth stage - first 12 weeks, at least. That's the period when the very best thing you can do is skip the treats, spend on high nutrition feed instead. Once their bodies are mostly put together, if you want to skimp a bit on feed to make budget for a tiny amount of treats, it will have limited impact on their further development and long term health.