Obviously it is important to change your strings once in a while. It is typically recommended that you do it at least every 6-8 months if you really want to have the best sound your violin can give.
Additional bass strings last longer, especially if you keep them clean. There are also products available that you can use to clean strings.
If you want to change all the strings on your violin the best way to do it is to progressively remove the old ones and install the new ones.
If you remove all the old strings at once, you risk losing your soundpost due to the lack of tension, and the bridge may move from its correct position.
Keep the others up to pitch while you change one, bring it up to pitch as well before changing the next one.