IMHO it should be periodically cleaned with Parafin (best stuff for the job IMHO

)
If you don't clean the crap off your chain, the grit/salt & whatever else picked up on the oil of the chain will turn itself into a fine 'grinding paste' which'll kill your chain in 'no time flat'. Parafin is cheap, so no excuses
I do mine once a month/six weeks - if you ride a lot, then once a fortnight should suffice