Answer:
If you have an electric wok or a non-stick wok, you do not season it.
If you have a traditional carbon steel wok or cast iron wok, then you need to season it.
The best way to season a carbon steel wok or a cast iron wok is to use the so-called 'salt seasoning method'. It is discussed in detail (along with other ways to season or re-season a wok) at:
http://wok.cooking.foodlywise.com/wok_cooking_equipment_wok_care/wok_care_how_to_care_for_a_wok/wok_care_seasoning_a_wok_how_to_season_a_wok/
If you do not season a new carbon steel or cast iron wok food will stick to it and you won't be able to cook in it.