Just when our Lord established this sacrament--we do not know. That He did establish it, however, and instruct His Apostles and their successors to administer it, we see from the Apostolic practice in the New Testament.
"Now when the apostles in Jerusalem heard that Samaria had accepted the word of God, they sent Peter and John to them. On their arrival they prayed for the Samaritans, that they might receive the Holy Spirit. As yet he had not come on any of them, because they had only been baptized in the name of the Lord Jesus. Then Peter and John laid their hands on them, and they received the Holy Spirit" (Acts 8:14ff.; see also Acts 19:1-6).
Confirmation is still given by the laying on of hands, just as the Apostles gave it. The Church has surrounded the rite with additional symbols. Oil is used, for just as athletes in ancient times were thoroughly anointed before entering the contests of the arena, the Christian is supposed by this sacrament to be prepared for the struggles of life touching on his faith. To symbolize the same thing the Bishop who ordinarily confirms strikes the confirmed person lightly on the cheek.