When should I add proofed yeast to a bread machine?
It depends on why your bread machine is having you keep your yeast dry:


If it's because you're putting a bunch of ingredients in the night before and setting the machine to have bread ready for breakfast (e.g., on a delay), then you have to use dry yeast. The yeast needs to stay dry so it doesn't start growing until the machine is ready to start.
If its because the machine does a preheat cycle to warm up the flour/water/etc. before mixing, then add in the proofed yeast when mixing is about to start. That also means you'll probably want to wait until shortly before that to proof your yeast.
If its just to make mixing easier, then combine it with the wet ingredients instead.


Remember to count the water/sugar/etc. from proofing the yeast as part of the total in the dough (e.g., if you proof in 100g of water, add 100g less water than the recipe calls for).