Training Science Articles:
First, what is a cue? The cue is the communication that tells the horse which behavior we want. It can be audible/verbal, visual, tactile, situational or even a scent. Verbal/audible cues are quite common, they can be words or sounds like a cluck for speed. Visual cues can be as simple as the presentation of a target, body language or even a more specific sign language. Scent cues are less common in the horse world, but seen occasionally in the dog world.
Tactile cues can look and mimic traditional pressure/release commands. The difference with these and pressure/release is that the contact contains no threat (it will not escalate or nag or hurt if the horse doesn't respond). The contact also isn't used to teach or create the behavior, only to cue it. We also try to ensure that the contact isn't considered aversive (unwanted) to the learner, pressure/release depends upon it being aversive. That is the difference between a "cue" and a "command". I use these especially for horses who may end up with someone who doesn't use clicker training. I like to teach these cues especially for halter/leading, moving over and basic handling - for times I have a pony sitter or friend handling the horses. I like my horses to understand the communication that's usually used in the horse world.
The addition of the cue becomes what finishes the behavior. We don't want to add a cue to early - if the behavior is still "muddy" (perhaps they sometimes nibble the target) or the behavior isn't completely understood. If the behavior isn't completely understood you run the risk of overwhelming them with too much information to process at once OR finishing a behavior while it's still including unwanted pieces.
While you can't really be "too late" to add a cue, the longer you wait the harder it will be to really make the connection - or something inadvertent may have become the cue (like your body position or subtle gestures).
Because of everything stated above, I like to teach a behavior from beginning to end without interference. I don't like to work on multiple behaviors at once, unless the situations are entirely different (inside/outside or an object brings out the behavior). If they remain focused on the one task, learn it completely, put it on cue, then I can add it to behavior chains or use it as we like.