It is up to you whether you choose to apply the mascara after or before curling your eyelashes. Both are safe practices but getting into details.
If you apply mascara first, it will clump your lashes a bit as soon as you apply heat. But on the contrary, the heat might soften the mascara, letting it blend better. In case of clumping, use a wand-style heated curler to comb through the tufts.