There are two different evolution paths that Wurmple can take. It can either evolve into Silcoon, which then will evolve into Beautify, or it can evolve into Cascoon, which then evolves into Dustox.
In Pokémon GO, players can evolve all of their Pokémon through the use of candies. Each Pokémon is assigned a specific candy that can only be obtained when it's caught. The Pokémon's rarity will determine just how many candies are required for it to evolve.
Wurmple, thankfully, only requires 12 candies to evolve, meaning you only need to catch a few of them to evolve one. If you're looking to then evolve your Cascoon or Silcoon into the Pokémon's various third evolutions, you'll need 50 more candies to do so.
You will likely need to catch many of them if you want specific evolutions of it. It's also helpful to have these candies on hand, so you should not pass up the opportunity to catch one unless you have an obvious surplus of the candies.