Sores most often appear in the first few weeks after braces are fitted, when the lining of the cheeks and lips isn't yet used to being in contact with something new, hard and rough. You may still get the odd sore later in treatment, though. The lining of the mouth is more easily injured when your immunity is generally lower – in other words, when you're unwell you're more likely to get a sore in your mouth. Also bear in mind that your teeth move constantly during treatment, so the position of the braces against the lining of your mouth changes too, and this can cause new sores.
This answer is for general information. Your own case needs an examination by an orthodontist.