Good news is that wool naturally repels dirt and moisture, so it takes a lot longer to get your woolen sweater in need of a wash than say a cotton one. Airing a woolen item is a good way of getting rid of odours and giving it a few more days or weeks of wear.
Brushing it with a soft brush to get rid of anything stuck is also good. Spot cleaning is advised instead of washing the whole item.
Using a vacuum cleaner is another good way to bring your woolen clogs or shoes back to their clean state.
Finally, when you have exhausted all the other options and do not want to or cannot get your wool item dry cleaned it is time for the wash.
The delicate woolen items such as thin felt scarves, light nuno-felted blouses and similar are better washed by hand in only slightly tepid water with wool detergent. Do not rub or agitate the wool too much -- just let it soak and gently squeeze it to get the sudsy water inside, then rise out and dry your items flat, no hanging!
Other things can go into the washing machine -- be careful to choose the wool cycle and wool detergent, also -- never use a dryer, dry your items flat on an adsorbent surface. If the item is not flat, like slippers or a cat cave, shape it to the desired form by putting it on your feet (for slippers) or using your hands to give it shape.
Happy wearing/using! Do not hesitate to ask if you have any questions about wool or woolen items.