Most of us hobbyists never change out our media unless its been years and its literally falling apart! All of the sponges should just be squeezed out in the tank water that was just removed from the tank during the water change (tap water would potentially damage some of the bacteria.) During cycling (Fish-In or Fishless) its ideal to mostly avoid cleaning the sponges in the filter because you don't want to disturb the process of the young fragile bacterial colonies building biofilms on the biomedia (the sponges.)
After cycling is successfully completed, filter maintenance is something you can start off doing once a month but then adjust as you observe whether you think it needs to be done more or less frequently given your fish load, your filter size, your tank size etc.
~~waterdrop~~