To sauté, the dry pan should be brought to a medium/medium-high temperature. At the correct temperature, if you drop a spoonful of water into the pan, it should form a single solid mercury-like ball that glides across the surface. Once the pan is heated, the oil can be added. The oil will come to temperature in a trivially short period of time.
To heat the pan, it’s best to set the heat at the point you want it, and allow the pan to come to that temperature, instead of setting the heat very high, as this will risk overheating the pan.
For sautéing, use an oil with a high smoke-point, I prefer grapeseed oil because it retains its health benefits even when cooked at a high temperature, unlike say, olive oil.