She isn't required to change name. But if she wants, yes, all the paperwork she does should include her new married name. Then also remember to list her maiden name in other names used fields on forms.
Before she changes name, make sure it's not going to be a major headache. How easy is it to update her name on her foreign passport? If it's hard, you may end up in situation when her foreign passport will show maiden name and GC show married name. Not a deal breaker, but she'd have to carry marriage certificate to show to authorities overseas how these two names are related.
Best time to change name is either as you begin immigration journey or during N-400. Changing name midway (after receiving GC, during I-751 etc) can be cumbersome.