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It basically means getting rid of dead skin cells which should be done weekly (at the very least), this helps keep the skin healthy. Exfoliation can also be done daily provided the product used are mild enough to be used daily.
Exfoliation should also not be overdone as this could strip the skin of essentials, irritate it amongst others so it's best to keep it minimal (once a week is fine).
Facial scrubs are available from different brands for exfoliation, some are mild enough to be used often while some once in a while. Note that it's best to choose one that works best for varying skintypes.
There are home remedies or natural ways to exfoliate as well for when products are not within reach or just for personal preferences, check out one that works everytime:
White or Brown Sugar
Coconut Oil (Olive Oil)
1. Mix brown or white sugar with olive or coconut oil (weigh quantity in a way to achieve a thick consistency)
2. Cleanse the face thoroughly
3. Rub in sugar and oil mix in circular motions on clean slightly damp face
4. Leave this on for about 25-20 mins
5. Rinse off or wipe face with warm water/towel
6. Apply non- comedogenic moisturizer as required