Waterproof jackets do need washing. 

Often overlooked, a good wash can rejuvenate your jacket, restoring breathability as oils from your skin and dirt from the outside world can clog the pores in your jacket’s membrane.

This question has a different answer for different people, it very much depends on how often you use your jacket. However, unless unworn, with regular use you should aim to wash your jacket around once every month or so if you want to keep it in top condition. A good quality waterproof can be washed in the washing machine using a gear oriented cleaner such as Nikwax Tech Wash or Grangers Performance Wash. These cleaners are different to your usual washing tablets or powder used for normal washes. Always follow cleaning instructions both on the garments and cleaning products.

Note that washing does not always mean reproofing. This is only necessary when the outer fabric of your jacket is absorbing water easily and not beading. If proofed too regularly, the DWR treatment will build up on the surface of the jacket and again can affect breathability.