Read the manual and follow the instruction in the manual.
(Translation: Lightly clean and lube the pistol before firing the first time. Leave the copper colored paste inside the slide; it will wear off in time.)
After each range session clean and lube the pistol per the manual's instructions. Or not; it's you're decision.
My own thoughts are to always clean and lube a firearm after each range session --- at least until you're absolutely convinced the gun is broken in. If left to sit dirty make a mental note to clean and lube within a decent timeframe.