I would say he first found out when Mr. B took him under his wing in the UK. Though I feel like he always knew but he just never really had to the chance to properly experience it...up until he was sent to the US to study.

Also, I don't think he really had anyone to come out to except for Mr. B, I suppose. Mr. B has never seen anyone's sexuality as an issue and he probably already had an inkling about it!