In classes, everyone rotates (changes partner from time to time) and dances with each other. This is part of the social dance culture we value. Even people who come with their own partner generally have a more enjoyable time when they have the opportunity to social dance and socialize with many different people. (However, if you prefer to dance only with your friend or date for the dance lessons and dance you are free to do so. At the lessons, wave people past you to the next partner when partners rotate. At the dance party if anyone asks you to dance you can just say no, or that you are only dancing with your friend/date/husband/wife.)
At Dances, normally people change partners for each song. When the song ends normally you thank your dance partner and then leave them on their own so they can easily be asked to dance by someone else before the next song starts, or so they can easily ask someone else to dance. It is rude to monopolize one partner so try to stick to just one dance together and then move on.
There are of course exceptions; you might not change partners after one song if you came with someone special or someone is a personal friend outside the context of dancing. In that case you might well dance with them for several songs in a row or chat with them all night, or as you both please. But in general, the one song suggestion is a good rule of thumb.
Sometimes people like to chat a lot on the side of the dance floor but the default assumption is that people are there to dance and listen to the band rather than chat, and that people will be left on their own at the end of each song. Sometimes people don’t want to seem rude by breaking out of a conversation, but they’re there to dance so be as cautious of monopolizing their attention in conversation as in keeping them for more than one dance.
We encourage you to dance with as many people at the dance as possible at least once. However, if there is anyone you do not wish to dance with for any reason, you are not obliged to dance with them, and it is fine to politely decline if they ask you. No explanation is needed, and no explanation should be requested.