There are a couple of approaches you can use.
The traditional way, and the only way I've used so far, is to bandage it out of the press. I use a technique I got from a older British dairy book, which prescribes:
Day 1: Press in cloth, increasing pressure gradually
Day 2: Remove from press, dip briefly in 60C water, return to press in clean, dry cloth, press at same weight as previous day.
Day 3: Remove from press, lard and bandage cheese, repress
Day 4: Remove from press, do second layer of larding and bandaging, remove to cave.
The reason for using this method is that the day 3 press seals the bandage to the rind of the cheese while it's still impressionable. The only caveat I'll give however is that the one bandaged cheese I have at the moment has lost some moisture since I bandaged it so the bandage is slightly loose in one spot. I don't yet know what end result that will have.
You can bandage the cheese after it's dried, but by that time the rind will have formed more completely and you won't have pressed the cloth to the rind. Although I've not tried it, I presume that would result in a thicker rind.