The x-rods use graphite-type bearings, while the y- and z-rods use standard bearings.
The toner you are referring to is the graphite from the bearings; the x-rods need to be wiped down occasionally.
The other rods and the Z lead screws need to be lubricated with the small tube of metal grease included with the tools provided in the printer box.
When is based on your print usage of the printer. Print farm; maybe once a week, hobbyists; maybe once a month or two months.