If i am to anneal a sample at 400 degree Celcius, am i supposed to put it in the oven before i start the heating, or wait for the oven to heat up to 400 degree celcius and then i put the sample in?
That depends what you want to measure/accomplish. If you want to measure the change in microstructure over time, your sample should be heated as fast as possible to the annealing temperature. This means preheating the oven and a small sample size.
If you just want your sample to have full anneal, you can put it in the oven and then heat it up. After sufficient time, switch the oven off, but let the sample cool off within the oven. This ensures a slow cool-off of your sample, ensuring that the microstructure stays as closely to its equilibrium structure as possible.