Many people ask about the best time to set up the rink. And generally, the answer is this: when you see a continuous cold spell in the forecast.
Setting up to early introduces risk of wind getting at the liner, animals running around on it, and general yard debris and leaves being added to your rink.
The best thing to do is to set up the liner on the day you will begin adding water. If snow has fallen, shovel it off to the side.
Just make sure the daily high temperature is not above freezing, and the lows are below -5C