In Exodus 23:20-21 God says to Moses and the Israelites:
Behold, I am going to send an angel before you to guard you along the way and to bring you into the place which I have prepared. Be on your guard before him and obey his voice; do not be rebellious toward him, for he will not pardon your transgression, since My name is in him.
??
When did this happen?
I think it refers to the pillars of fire and smoke that led them. God was promising to give them a physical manifestation of His presence, during the time in the wilderness.
There may also be an important connection to 1 Corinthians 10:4,9-10. The “destroyer” of verse 10 may be a reference to Exodus 23:21, and Paul may be saying that God’s manifestation of Himself in the wilderness was in fact Christ, the second person of the Trinity.