I don't think they're strictly necessary. The main Hellboy story can stand on its own. But if you have the time and inclination, the short stories can offer some interesting side adventures and character developments.
Not necessarily. It depends on your reading preferences and how much background and additional context you want for the main story.
It really varies. Some people find the short stories add depth and understanding to the Hellboy universe, while others can enjoy the main story without them. It's up to you and your interest in exploring more facets of the series.