Not every time you use it. Calibrate it when you get it. Then frequently-occasionally after that. I've yet to check mine and have it off by any noticeable amount.
Some models will compensate for temp but do keep in mind that the temperature of the water is a factor in the accuracy of the salinity tests so in a perfect world the refractormeter is the same temp as your water. It's not always realistic but the idea is that you not keep you refractormeter somewhere where the temp is not close to your water. Further they have an ambiant temperature range where they work so using it in a hot or cold garage may not work.