Tks.
1) If the cassette need not be lub, why need to lub the jockey wheels?
2) I presume you are refering to lubricate the front derailers in case chain rubbing?
The actual teeth of the jockey wheels don't need lubricating, however the bushings (or sometimes bearings) that the jockey wheels spin on occasionally need some grease applying. If it sounds like you can hear birds chirping when you change gear, that's most likely your upper jockey wheel. Greasing these requires removal of the jockey wheels, so if you don't feel comfortable doing this then it's a job for your LBS (although it's quite easy, really).
The front derailleur cage doesn't really need any lubrication, however the pivots will benefit from occasional lubrication if they start to get stiff.