While sharpening your image might not appear to alter the appearance of your picture on screen, the benefits will become apparent when printing. All files are inherently soft and require some measure of sharpening, and while most DSLRs offer the option of sharpening in-camera (though this never applies to Raw files), it is something I suggest you resist. The sharpening is applied universally rather than selectively and cannot be reversed. By sharpening in Photoshop, you always have the option of working on a Duplicate Layer or creating a Smart Object.
The entire issue of sharpening and when to sharpen is complicated, but essentially there are three stages: