You also need it to heat up kick wax for cleaning it off the ski. In a pinch you can substitute a hair dryer which will do a less effective but adequate job. Glide waxing is very important to have a fast and enjoyable ski. You don't need to glide wax every time you ski, but it should be done frequently. It is very hard to learn proper skate technique on a ski that drags on the snow instead of gliding freely.
Some skiers have two pairs of skis, one for skating and one for classic.
All of these skis need to have glide wax applied. The only difference is where you put the glide wax. For your classical skis or when preparing your combi skis for classical then you only glide wax the tips and tails of the ski. For skate skis or preparing your combi skis for skating you glide wax the whole ski. For classical skiing you only apply glide wax to the tip and tail sections of the base.