Is it a good thing to apply lime to the soil in the vegetable garden each winter?

It should not be necessary to apply lime to the soil used for growing vegetables every year. 

Soil should be limed only when it needs it.

To establish whether lime is needed use a soil-testing kit and test your soil.

Ideally, soils for vegetables should be slightly acid with a pH of 6.5. 

If your soil is already alkaline with a pH of 7 or above, it does not need liming, however, if the soil has a pH lower than 6.5 it should be limed.

The best time to apply lime is in the winter but not when manure has been recently dug in.