Depends on what they have been in. Normally, I bathe my dog twice a month. Being a pekingese, he would normally havea lot of hair, but I have him groomed every month as well. With a close haircut, and being a strictly indoor dog, he rarely needs bathing.
To answer your question, bathe them as needed, gently, with pet soap. Rinse them completely, remembering that pets will itch and have irritated skin just like we do. Try to find non irritating soap, and watch their eyes. Immediately after getting them out, be sure and towel dry them. Enjoy bathing your pets.