You can do the Pallof press either before or after your workout. To do it before you train, as a warm-up, use less resistance and do fewer sets and reps. You don’t want to fatigue your core before heavy lifts — this will just ensure your form is off.
Or, you can perform the Pallof press at end of your workout to tax your core. Use more resistance and perform more sets and reps if this is your goal.