Most car manufacturers recommend changing the engine coolant every 30,000 to 60,000 miles but most people never change it out unless they change radiator hoses or a water pump etc.
Some people do change it on a regular schedule.
I've never changed my engine coolant in my car yet and it's gotten over 100,000 miles on it and I've yet to have any problems.
I don't think you really have to change it that often but I guess it could be a good thing to keep your engines coolant system flushed out and working properly.