I'm 2 months into my PhD. When can I ask my supervisor about the rejected candidates?
You can ask, but it's really none of your business.  Admissions committee deliberations are generally treated as confidential.  Asking about the other candidates and why they were rejected will almost certainly be seen as intrusive.  It's the kind of thing that's likely to cause them to wonder how they made the mistake of choosing you over all those other candidates who would likely have known better than to ask that question.