A private well should be shock treated every twelve months to help maintain the well and the pump inside of it.
Well water can have contaminates such as iron, manganese and iron bacteria that can plug the intake of your pump and well as well as bacteria issues such as Coliform, Ecoli, Iron and Sulfur Bacteria that can cause issues with water quality.
If you do have any of the bacteria issues it is always good practice to shock the well every twelve months but to also properly treat the water at the home.
To learn more about shock treating your water well go to how do i shock my water well.