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It depends on what you mean by evil. There are many characters in fiction which exist only as the personification of evil. They are not people, they are evilness in trousers and a mourning coat. You can't introduce Satan as anybody or anything other than Satan. They are the embodiment of evil and evil is their only feature. 

But then there are also characters in fiction who, in the course of the novel, do some evil things. They are not the personification of evil, they are, in some sense, its victims. They are tainted by evil, infected by it, possessed by it even. 

They are evil in context. Their friends probably think they are perfectly nice people. Heroes, even. But they, either through, weakness, or blindness, or self interest, or in the service of some other love, are going to do things that hurt the people we are cheering for in this story. 

And these characters you will generally want to introduce as characters before they do the deeds which, in the context of your story at least, we consider evil. Because if you are introducing a character who is tainted by evil, we want to see the character before we see the taint, because that is how we tell taint from character. If all we see is the character simply becomes the personification of evil, and it is a different kind of book. 

This does not mean you can't introduce them in the midst of an evil deed, as long as you are careful to see that they are not simply evil personified, but I think there is much to be said for introducing them first, at least briefly, before evil commences.