Your essay is a journey through your argument or discussion. Your paragraphs are stepping stones in that journey. Signposts help to guide the reader through: they indicate what will happen; remind them of where they are at key points along the way; and indicate the direction your essay is going in.
Signposting should happen throughout your whole essay as it helps to link your paragraphs together. There should be some element of signposting in each paragraph, and most importantly in your introduction and conclusion.