Yes, they typically shed two times a year. It's a natural process and can't (shouldn't) be fixed. It's important to brush them out regularly when they are shedding in order to help get rid of the old coat and allow the new coat to grow in heathy.
Westies do shed a little. However, you can easily vacuum their hair or remove them with a lint brush. Also note that, regular brushing may reduce shedding to a minimum. Make sure you brush out your westies at least 3 minutes everyday, in order to have very little shedding.