Start the estrogen immediately, and the progesterone two weeks before you expect your period (assuming you have been prescribed 14 days of progesterone).
If you are thinking this might be problematic given cycles can be irregular during perimenopause, you are right - cyclical HRT was designed by men, and originally intended for women who were postmenopausal.
Cyclical can work well for those who have a regular cycle and who don't mind bleeding.
However this is often quite hit and miss, and some prefer to just use the 1st-14th of every calendar month for simplicity.
It doesn't have to be done perfectly, all that really matters is that you take the prescribed dose for the right number of days each cycle for endometrial protection.
Also know that if you find all the chaos and bleeding a nuisance, you can ask your prescriber about bleed free options.