Depends
&
Yes.
If you paint something for outside, then you don't need to wax it, in fact, you really really shouldn't wax it.
If you paint something that doesn't get much 'touching' such as a light fitting, decoration etc then you don't need to wax it, it's just a little harder to dust.
If it's something you 'use' such as a chest of drawers then you need to either wax or varnish it really. How many coats depends on a) the look you want and b) the use it will get.
Having said that, I've got a chest of drawers in my room that hasn't been waxed, it's been there a year now and is fine. Its on my 'to do' list, but never gets anywhere near the top!
Kitchen cupboards look great. I prefer the look of a light wax, but obviously varnish/laquer is more durable. The thing is, if you use Annie Sloan paint & wax, you can just give it another coat over the top of the wax, if/when you feel it's looking a bit grim. If you want it to last, then go for a tougher finish.
Chalk paint is very absorbent and will show water, oil, hand marks if not 'finished'.