You sharpen when the shavings from your turning stop being curls and become dust. Same idea as your chain saw. Of course, the ideal is to catch it before it gets to that size. Forget having them sharpened by someone else. Make all the mistakes you want while you learn, but learn you should. There are numerous jigs you can make or buy. Today I was working for 4 hours on a huge bowl - not the one in the pic I posted, that's rough turned and drying. This bowl right now is 19 x 8. These are a pain in the ass and take a lot out of your body in the beginning and I have the bruises to prove it. During the 4 hours I can't tell you how many times I sharpened my big roughing gouge, but it was a lot. As someone said, it all depends on what wood you are using, the size and the original edge of the gouge.
When I started turning I was so afraid of ruining a gouge that I bought a new one when it got dull! That didn't last too long. Then turners would say 'take lessons' 'you will cut down your gouge steel to much'. I decided to heck with that, it's just a piece of metal and if I run it down while learning to sharpen that's OK. Now it's automatic. My grinder sits a step away from my lathe and it's second nature. Just go for it.