The process of compressing the coffee powder in a portafilter of an espresso machine before pulling the shot is called tamping. There is a lot of information available on the web explaining how it is done correctly, such as, e.g., here.
Tamping is an important part of making a good espresso shot, so yes, you should press the coffee in the portafilter.
The reason for compressing the coffee powder is to allow the pump to build up the pressure needed for brewing espresso correctly. If you don't tamp it, there is typically not enough resistance and the water rushes through the portafilter too quickly, resulting in underextraction of the coffee powder (and hence, suboptimal taste). Furthermore, a good tamp prevents channelling, where the water does not flow well-distributed through the coffee powder.
If the coffee drips too slowly when you tamp, a couple of things can be tried:
- Tamp with less force. The correct pressure depends on the coffee powder, the diameter of the portafilter, etc. - so 22.5 kgs may simply not be right for your combination of machine and powder.
- Grind your coffee less fine - this will lower the resistance.
- Change your beans. In my experience, lighter roasts cause more resistance.
Options two and three are only listed for the sake of completeness - normally the tamper force is adapted to the other variables, and not the other way around. A good espresso making tutorial should give you a starting point on how to find the correct tamping force and grind coarseness level for your combination of beans and machine. Also, if you own an espresso machine and never heard of tamping, you may want to read one anyway.