Catholics are not required to go on pilgrimages to any of the various holy sites throughout the world. Some Catholics never go, others may go on pilgrimages quite frequently.
That rather depends on what pilgrimage you're going on. If you're going as a pilgrim to Rome, then one would assume that you want to see the Holy Father, and attend one of his audiences. If you are...
When a location becomes known for having been visited by the Virgin Mary, it becomes a place of pilgrimage and donations to the local church quickly allow for the construction of impressive shrines...
ur supposed to go at least once in ur life if u can afford it. otherwise there is a lot of benefit in going many times and if u can't afford it u don't have to at all.