When does a soul receive the Holy Spirit, and what is the difference between sanctifying and actual grace?

You have to distinguish the different graces. Sanctifying grace, the grace of salvation, is given to us at baptism and at no other time, and we have to keep it to be saved; that is what being in a state of grace means. But there is a different grace, actual grace, which allows you to act. You could not do any good act unless the Holy Spirit were moving you, that is how fallen we are. So people who have not yet come to baptism can still do good works pleasing to God by the power of the Holy Spirit through actual grace, and anyone on the road to salvation is on that road because the Holy Spirit is moving him. That is a pure gift, not something we earn; the Jews and the Pelagians thought they earned it on their own. This was the great battle between Pelagius and Augustine, and Augustine showed that you are permeated by the Holy Spirit even before baptism, sometimes called prevenient grace, as the Council of Trent explains in chapter 6. So the Holy Spirit permeates your life from beginning to end, with the special reception of sanctifying grace at baptism.