In the process of teaching students on new topics, ideas and skills to help facilitate or enhance better understanding of a subject or develop the ability to become innovative and creative, the proper and ideal condition is to have the students immediately ask questions on the areas where they are not clear or lacking in understanding while the learning session is still on.
Unless your instructor prefers that students ask questions after the lecture, you should ask for an explanation immediately if the instructor says something that you don't understand.
This ultimately implies that, if the instructor does not specify that all questions be asked after the lecture, it is pertinent and necessary that students immediately ask any question regarding the topic that is being taught.
