If you start to take the oral contraceptive pill (OCP) on the first day of your menses, you are immediately protected. This means that you can have intercourse on that very day and not conceive, provided you continue to take the OCP as directed in the correct manner.
If you take OCP on any other day of your menstrual cycle then you will need to either:
a) refrain from intercourse for 1 week
or
b) use other forms of contraception, like the condom, for 1 week.
In this instance, after being on the OCP for 1 week, you can then safely engage in intercourse on any day.
If you are still uncertain as to what to do then you should seek a gynaecologist's advice.