After starting our first game, we're not sure when (which phase) we "buy" tactics cards with our resources.

You can "play" tactics during any action window, because playing a tactic card is an action.

You can check the FAQ to see all action windows in the turn sequence.

Just like any other card, you play tactic cards by paying the cost and observing all potential conditions on the card when you play. As pointed out above, key differences between tactic cards on the one side and unit/support/legend and quest cards on the other side is that you can play tactic cards during any action phase (not just the capital phase) and that they don't stay in play after you played them.

Thanks I get it now.