Impregnation is a treatment to make textiles and leather insensitive to moisture and dirt . A waterproofing agent is applied to clothing or shoes. The protective film protects the material and makes it water and dirt repellent.
Impregnation is highly recommended, especially for functional clothing or winter clothing.
How often it needs to be impregnated depends on many factors. It's best to do a short test:
Run some water over the surface. If the water rolls off, the impregnation is still sufficient. If not, you should re-impregnate.