If you are shooting JPEG files then some degree of sharpening is applied to the file " in camera". All JPEG files have contrast, tone, saturation and sharpness applied to them in camera depending on what picture style you have chosen. For more on what picture styles your camera offers please check your camera manual.
RAW files on the other hand do not have any processing done to them in camera so although they are initially rendered it is up to you to apply the post processing. Therefore ALL RAW files need to have some degree of sharpening applied to them as well as tone, contrast and saturation. If you have been shooting RAW files and have not been applying any sharpening then you are not optimizing your image.
To what degree your images should be sharpened in Lightroom depends on several things. What kind of image is it, portrait, still life or landscape? What ISO was it shot at? What will be the final output, print or screen? Do you expect to do additional editing in a program like Photoshop. Proper sharpening is taught in Lightroom 102 and also in the Photoshop Essentials classes.