For optimal colour results, wood must be porous enough to hold onto your new stain. Even new wood may need sanding down if water sits on top of the surface instead of absorbing in. After testing water absorption, allow your wood to dry completely before any staining.
New pressure treated lumber will need ~4-6 weeks of summer weather to release moisture. Allowing your new wood to properly dry out will prevent cracking and warping after applying stain. Try taping a plastic bag around a section of wood and checking for any moisture inside after a few days. If there are any droplets, it will need to dry out more before any staining!