No,
You have to click the "Start Darksend Mixing" when you have some coins in your wallet. This will anonymized your coins, and then they will be ready to send when ever you want.
So people can send me dash (whether their dash has already passed "mixed" process or not -- it doesn't matter),
and after i received their dash, i click the "Start darksend mixing", the mixing process done, and all of my dash become anonymous, and i can spend my dash?
Awesome. Thank you.

You can sent normal DASH (not anonymized, ie: without darksend) or anonymized DASH, you have to darksend them before.
Check my first post I edit it with a link for more information.