It depends on the conditions. In wet weather, lube after every long ride, or several short hops.
In dry dusty weather, avoid over-lubing, which can attract grit.
I reckon on relubing every 50-100miles.
Running a chain without lube will wear it down very quickly.
You can use oil, dry lube or wax. In an emergency, you can use just about anything. I have scavenged engine oil from discarded cans on tour.
It is important to lube inside the joints of the chain. Lube on the outer surfaces can protect against rust.