This is something that you can choose to have or not have on your website. There is no rule that says you must have reviews, and there are many websites that do not have them. However, there can be advantages to allowing customers to leave reviews on your website, assuming that the service or products you provide them are of a high standard.
The most obvious benefit is that it gives new visitors to your website some reassurance that you are a reputable business if they see several 5-star reviews, and comments which include lots of praise.
Bear in mind that as these reviews are likely to be in text form, Google’s spiders will crawl them. Reviews might include some of your keywords plus words which you might want rank for, like ‘best’, ‘quality’ when added to them.
Think what might happen if several of your reviews include the words ‘best kitchen fitter in Perth’. It’s no guarantee you will always show up at #1 if someone types in that phrase, but it can’t do you any harm.