How? Have a look at Carel Lotz's blog.
Why? There are several reasons that I can think of:
- A working build, when properly implemented, means that all your developers can build on their machine when the build is green
- A working build, when properly implemented, means that you are ready to deploy at any time
- A working build, when properly implemented, means that whatever you release has made a trip to your source control system.
- A working build, when properly implemented, means that you integrate early and often, reducing your integration risk.
Martin Fowler's article on Continuous Integration remains the definitive text. Have a look at it!