No, you don’t.
Changing exercises frequently is not a necessity, and you can make progress just by manipulating your load and total volume (i.e. the weight on the bar and the set and rep schemes).
However, changing exercises on a semi-regular basis – think 4-12 weeks – does pose benefits, and some of those benefits are as follows:
- Bring up weak points or re-emphasize strong points.
- Reduce the risk of overuse injuries.
- Prevent boredom.
Check out this article for the details!