You should exfoliate about once a week to get rid of dead skin cells and 'liven' up your skin.
Normally, you would use a loofah, exfoliating gloves or body exfoliating brush to brush off dry skin before getting into shower. And then you would apply the exfoliating cleanser and scrub your body with the gloves/loofah.
You can use normal soap and do this, but most people tend to use a gritty soap that has stuff like oatmeal or salt in it. You can also make your own cleanser if you prefer, that's what I do! It smells delicious and it's almost edible too.
But you really have to moisturize after exfoliating because it could leave your skin dry.
Edit: Good lord that took a long time to send. Is it just me or is BoS lagging quite a lot today...?