When the Legion Reforms happen.

Through the Auxilia Camp and Auxiliary Barracks, the Romans can recruit auxiliaries units. There are 2 formats for this:

• Auxilia Group I: available in both buildings, recruits 3 units of local auxiliaries at the cost of 750 population and 2.000 denarii.
• Auxilia Group II: available only in the Auxiliary Barracks, recruits 6 units of local auxiliaries at the cost of 1.500 population and 4.000 denarii.

The latter also has better chances of getting better units - and certain higher-tier units come exclusively from it.

If the Roman Polity building is built in the city, the Romans can no longer recruit auxiliaries from there.

For more information about which units are available where and their chances of spawning, look at this spreadsheet.