When they get hit.
In MRQ terms this is when they are targeted with a precise attack (page 49, second paragraph).
THey would also take damage as per any other inanimate object per the rules on page 93 when applicable. Like say, if you drop your sword off of a cliff,or leave your bow too close to the fire.
THey do not seem to loose hit points parrying, at least not in the core rulebook.
