It is personal preference whether you wear socks or not with your rock shoes and add them to your climbing gear.
When bouldering at an indoor climbing wall, many climbers choose not to wear socks with their bouldering shoes, as this provides a tighter and better fit with less foot slippage, but as with any activity, the downside is that this can make your shoes smelly and sweaty.
When rock climbing outdoors, some people choose to bring socks with their rock climbing gear for warmth. Traditional advice recommended wearing thick woolly socks over your climbing shoes for extra grip on wet rock, especially when caught out on multi-pitch routes in bad weather. These days we recommend not climbing on wet rock as this can damage the surface and holds.