Worming an animal is when you give them a strong medicine/chemical that they usually eat or drink. It kills internal parasites (worms etc). Some animals, such as goats, are very prone to parasites. Others are not. Some people worm as a preventative basis (once every year/six months), some people only if they see signs that the animals are not doing as well (lethargic, poor color, poor coat/feather condition, etc).
My own personal practice is that we worm if the birds look unhealthy. If I do have to worm, I have to be careful what I use because we live on a certified organic farm and the geese are pastured in the fields where we might grow crops next year. So, I would tend to look first at non chemical methods, like DE (diatomaceous earth - food grade -- kills the parasites if applied in dry conditions) or possibly some kind of vinegar solution (I think - hasn't been a problem so I haven't researched solutions). If I had to use the chemical methods, I'd have to move the birds off the fields for a time till their droppings were clean. I also prefer not to use chemicals if necessary. My birds are looking healthy, with normal behavior and feathering and healthy appetites, so I feel like they are doing well - plus, I believe the farm books that I have read say that geese are usually parasite resistant. That is just my personal situation though . . . I'm lucky enough to have plenty of grass to rotate them onto when they graze out one section, and I have the organic farm issue. Everyone has different ways of handling the parasite problem.
Hope that helps out some. If you can find a good book on raising waterfowl or geese (most feed stores have at least one, and there's always Amazon) there will usually be a more in depth discussion of what other people have done . . .