Depends upon the school. The typical program has mids arrive 5-7 days before school "officially" starts, with arrangements made to open dorms early for them (although in one case there is a video of cots in the armory where they drill). I have also seen one school where the mids arrive the normal time and devote the first 6 Saturdays and several that have a two-three week orientation before school starts.
Knowing someone who DQ'd after nine days at one of the latter programs, all I can say is to come physically prepared. It is a darn shame to spend so much time qualifying, getting the scholarship, etc., and then to arrive physically unfit and, at a minimm, being subject to remedial PT and risking loss of the scholarship. There are several PT prep programs that the military distributes and which are widely available. Just because you (e.g.) swim in hs does not mean that you will be able to run 1.5 miles - many sports build specific muscles which are not the focus of ROTC. Having coached softball for many years, I can say that most of my players could not have run a quarter mile if need be!