4-6 days on average
If you have direct deposit, it would take about 3 days. If paper, about 10 to 14 days AFTER they've waited six days to see if you've received it. They do not take immediate action on a missing check when it comes to paper checks delivered via the mail.
They may need a few weeks to set up the arrangement. From then on, they will electronically send it to your bank account on whatever day they usually send these payments out.
Social Security should inform you of their payment schedule. I am on Social Security retirement, and I get payments transferred in on the morning of the third Wednesday of each month.