"Do Follow" itself is not a thing, it's only the lack of a "No Follow" tag... but - rather than going the double-negative route (aka "Not No Follow"), people commonly refer to these as "Do Follow" or "Followed" links.
That being said, most social media sites, including Facebook, Twitter, Pinterest, etc. apply no follow attributes to their links.
However, Social Signals (meaning how often your content is shared on Social Media sites), can play a role in your site's popularity and ranking, not to mention that the traffic generated can lead to additional exposure.
In the end, you should share on Social Media because you think the content you are sharing would be of interest to your audience, and not purely for the purposes of a "Followed" link.
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