Regarding thanking people individually ... Yes, a "thank you" is always appreciated.
It can depend on the replies or responses you have received as to how you go about this.
For example, if you ask a question and receive many many replies, it is acceptable to thank everyone collectively eg, "thank you everyone For your help", but I think some people like to be mentioned by name, so for example you might say "thank you jack, jill, john, jim", all in the one reply. Of course if someone has offered some particularly helpful advice you may wish to elaborate and add how the information they have supplied is useful to your research.
Some people will respond if you thank them, but there is no formal requirement for them to do so.