Hi,
Wiper blades are usually made of rubber ( there are silicone ones but they cost more) and as rubber is a natural product it deteriorates with age and exposure to the elements. As a guide car wiper blades usually last around 12 to 18 months before they need replacing but that depends on if the car is garaged or out in all weathers.
If the blades leave arcs of dirt on the screen that's a good indication they need replacing, but you could lift the blades off the screen and give them a good wipe first to see if they're just dirty.
A good tip in frosty weather is never use the wipers to scrape the ice off your screen that will wreck them in no time (imagine using the palm of your hand to scrape the ice) Use de-icer first and let it do the job for a few mins before using a screen scraper to clear the ice. Make sure that the blades aren't iced to the screen before using them.