Do I have to use Leblanc Deceiver's ability when I conquer or hold, or anytime as long as the condition was met?

You do not have to use LeBlanc's "Deceiver" ability.

According to the card text, the ability is optional: "...you may discard 1 and exhaust me..."

Because the ability includes the phrase "you may," it is an optional triggered ability. When you conquer or hold a battlefield, you decide whether or not to place the ability on the chain. If you choose not to place it on the chain at that time, it simply does not trigger for that instance of conquering or holding.

As clarified in RiftJudge FAQ #10377: "Because the ability text uses 'you may,' the trigger is optional. When you conquer or hold, you decide whether or not to place the ability on the chain."