What times of the day you should do it?

Dakṣasmṛti (दक्षस्मृति) mentions that philosophers and sages gave simpler description for Saṃdhya as -

‘Ahorātrasya yassaṃdhi: sūryanakṣatravarjita: |
sā ca saṃdhyā samākhyātā munibhistattva vādibhi:॥

अहोरात्रस्य यस्संधिः सूर्यनक्षत्रवर्जितः |
सा च संध्या समाख्याता मुनिभिस्तत्त्व वादिभिः॥

• the intervening period (saṃdhi kāla) bewtween day and night when there is neither Sun nor stars.

Dakṣasmṛti elaborates that -

saṃdhau saṃdhyāmupāsīta nāstage nodite ravā
संधौ संध्यामुपासीत नास्तगे नोदिते रवा

• morning Saṃdhya (prāta: saṃdhya) should be worshiped before sunrise and evening Saṃdhya (sāyaṃ saṃdhya) should be worshiped during sunset.
  

Further it gave a much more wonderful, worshipable shape to Samdhya -
Gāyatrīnāma pūrvā sāvitrī madhyame dine |
sarasvatī ca sāyāhne saiva saṃdhyā triṣu smṛtā॥

गायत्रीनाम पूर्वा सावित्री मध्यमे दिने |
सरस्वती च सायाह्ने सैव संध्या त्रिषु स्मृता॥

- it states that the Samdhya form is called as “Gāyatrī ” in the morning, “Sāyatrī ” in the afternoon, and “Saraswatī” in the evening. This is said with reference to Śākta sampradaya. It must be understood that they conceive the power of the sun deity in that way.

Some sages and philosophers perceived that:

1. The rising sun as brahma Swarupa (due to his rise in Brahma muhurtha), and the associated samdhya shakti (Brāhmishakti) as Saraswati,
2. The mid-day Sun as Rudra, and the associated Bhargatejassu as Rudrani,
3. The evening Sun as Vishnu, and associated shakti as Vaishnavi and attributed respective names.

Thus, in samdhyopasana, one should understand and worship the Sun along with his native forms of energy in respective samdhyas.