Yes, you should have a shock pump - get one that works for your shock.

It is usually a poundage measurement. A good way to see if you are using all your travel, using it too much on an easy ride, etc. is to:

Most rear shocks have a little rubber ring on the shaft of the rear shock. Push it up to the top. as you use the travel on the shock, the rubber ring will move down on the shock showing you how much travel you got on a ride. If you used all your travel on a ride where there weren't many bumps, then your shock may not have enough air in it and you may need to increase the pressure. If you did not get much movement out of the shock you should let some air out. This is sometimes tricky so just play with it a little.

Shock adjustment is different for everyone. Some people just like a stiffer shock, some people don't. Some people are very aggressive and need a stiffer more pressure shocks, some people are not as aggressive and enjoy more movement. It is a personal thing. The weight to pressure is a good place to start but then you have to monitor that and also find what you really like with your forks shock and rear shock.