Your pet’s cage is their home. When you change their “bedding”, you are cleaning their home. In order to reduce odours and keep your pet happy, you should probably clean your pet’s cage every 3 days, especially if certain spots in the cage look particularly wet or dirty.
You should consider having an extra cage on hand, so you have somewhere safe for your pet while you clean its cage. You should rinse out the dirty cage and dry it as best as you can.