Yes and no - so read carefully.

Each airline has its own frequent flyer program and, to participate, you have to register. The miles can bring you free tickets, elite status, special treatment, lounge access and other perks. Typically, you earn miles by flying, by using co-branded credit cards, or shopping through their portal.

The airline would typically be a member of some "alliance", and have other partners too. You can also earn your airline's miles on these partners - although you may get fewer miles than by flying your own airline.

Miles cannot be combined between airlines, even partner airlines, and you lose a lot if you try to transfer.

Therefore, unless you are going to earn millions of miles, you should concentrate your miles in one airline. Which one will depend on your home airport and common destinations. Then your priority will be to fly your airline whenever possible, its alliance or other partners otherwise.

Of course, there will be times when your destination, schedule or fares cause you to fly another airline altogether. For such situations, have an account with one airline in each major alliance, so you can earn some miles anyway.

For example, my home airport, destinations etc cause me to use American as my primary airline. So I try to fly AA when possible, its One World alliance members and other partners when that is not possible.

For those times when even that is not possible due to destination, schedule, availability, or fares, I also have an account with Northwest (part of Sky Team), United (part of Star Alliance), and Southwest (not part of any alliance).

The key idea is to concentrate your miles as much as possible.