how soon do you start building muscle, or how soon do you start building muscle you notice? those are two different things. when you stress a muscle during a workout, you create little tiny tears in the tissue. as the tissue rebuilds, it gets bigger and stronger. so, technically, you're building muscle in the first days of exercising.
but, building muscle that you can actually notice takes longer. i think it's about 6 weeks, but i can't be sure about that.