From episode 1x07 "W. W. N. Double D?". From episode 1x08 "We Will All Be Judged by the Courage of Our Hearts". From episode 1x09 "Death Doesn't Let You Say Goodbye". Appears in 3 more episodes.
Source: sense8 + unofficial
Sun is processed after the trail before being sent to prison and is held in a cell for the night where she is visited by Riley in episode 1x06 "Demons".
Source: The CBNU Globe