"Wenn" means "if" or "when" as a conditional. So only when used like "When/if you go to the store, buy milk." A general idea is if you can replace "when" with "if," then the equivalent German word is "wenn." "Wann" is used for asking when something occured.

"When did you go to the store?" -> "Wann bist du zum Laden gegangen?" (asking for a time)
"When/if you go to the store, buy milk." -> "Wenn du zum Laden gehst, kaufe Milch."

Hope this helps!