That depends a lot on the size and setup of your coop, how many birds you have, temperatures, and a whole other range of factors. Without a bit more info, the best people will be able to tell you is how often they clean their own coops and that you should clean yours as often as it takes to keep it clean.
Like Hanna said, you'll know if it needs cleaned by the looks/smell of it. But I find that my small backyard coop usually needs cleaned no more than once a month. Sometimes I am lazy and just throw down more like shavings without cleaning, which works especially well in cold weather.