When I work out, should I always feel sore after If not, does that mean Im not building up that much

only on your first few days.

Sometimes, when I push myself a lot, the muscles that I was focusing on will ache for about 3 days. But I would still do light exercises the next day to stretch the muscles.

You don't necessarily have to feel sore after, but push yourself a bit and you ought to feel whether you've done enough work. Your muscles tear and heal, causing them to expand more.. This is why it hurts.