Yes it needs to be done. If you do not know how get the vet to do it and show you how. They can become a point of infection and who wants to put up with the smell. Seems to be really uncomfortabe to the animal until its done. Also groomers or the bathers when they are took in to be groomed will do it for you.
It only needs to be done to a dog that is having a problem. No, not all dogs have to have it done. I have only one female that requires it. I use to groom and our bathers would do it for anyone's dog that needed it. I did not mean every dog that walked in the place. Its not like it takes a rocket scientist to do it. They are very capable of doing it if you go to a good grooming salon. Personally when mine needs it the vet usually does it.
My vet did it to Baxter when he was having issues, but they were already empty. My vet did tell me not all dogs require it. --Hope I luck out and neither of mine do, I'd rather not learn to do it going by what I've read about the odor!