Not all cats do. It's usually a sign of contentment but they sometimes do it even when they are in pain as if to comfort themselves. Does she like to cuddle and sit on your lap? My previous cat, Stormy, wasn't much of a cuddler and whenever she did sit on my lap, I could just barely feel the tiny vibration. There was no sound. I have 5 now and when they were babies they purred really loud and for any reason at all including food. But I have found that as they became adults, they purr less often but with more meaning. Mine each have different tones and volumes. Some purr easy and some you really have to earn it. Kira's purr is nearly silent since having surgery where they went in through her throat. (bulla osteotomy) So I think that may have changed something because she used to purr very loudly. I saw a National Geographic program about cats (In the Womb: cats) and they were saying that what makes them able to purr is the same as what makes lions able to roar. Big cats that can roar (lions, tigers, etc.) are unable to purr. So it's possible that some regular cats also don't have the ability. But I thought that program was sort of odd since I had always heard that nobody knows exactly how they purr.
"A kitten is infinitely more amusing than half the people one is obliged to live with in the world"- Lady Morgan