If you receive your payslip online via Core Portal, your P60 for last tax year will be available by 18 May on the same page where you view your payslips. As this document is in Portal you can view/print/download at any time.
If you receive your payslips in the post, then your P60 should arrive at your address by the end of May 2016. Your P60 is an important document as you may need it for Self-Assessment, reclaiming overpaid tax or mortgage applications so this should be retained for safe keeping.