Yes, you should. Coolant is not only for the radiator, it is also for the rest of the cooling system which involves the water pump, etc.

I mix coolant with distilled drinking water. Check the specific coolant you will be using for the correct mix (unless it's pre-mixed).

You need to drain the whole cooling system. That includes water within the water jackets and other areas. Your mechanic should know how to do this.

Intervals vary with vehicle. Check your owner's manual.