It's one of those things that is best to do, but lots of people don't bother, with no harm done.
A machine that is bolted down can't tip over, is the main reason for doing so. Lathes and mills can be rather top heavy so in spite of their weight, can be tipped over if given a nudge, say by another piece of machinery being moved or the like.
It also seems to dampen vibration if they are fixed down. And makes sure they can't gradually move about the floor from vibration over the years. This movement can affect machine alignment as concrete floors are never flat to Schlesinger limit sort of tolerances.
For the sake of drilling a few holes with a masonry drill and dropping a few anchor bolts down the holes, I would go ahead and do it.
The main thing, a very important thing, when bolting down machinery either to the floor or a bench is to sit it in place then go around each foot with a feeler gauge and find if one or more feet have a slight gap under them. If so, the gap/s need to be firmly filled with a shim of suitable thickness. If you don't do this, when you tighten the bolts down, the machine bed will be twisted, throwing it out of alignment and putting it under permanent stress.
Have fun in your new workshop!
Edited By Hopper on 18/07/2018 00:32:22