...but not necessarily by a service. Each gal has her own method she prefers and it is usually outlined on her website.
I assume you mean by screening sevice, a 'verification' service like Preferred 411, Date-Check or RS2000. These services can help streamline the process and are helpful for both sides, but they aren't required.
As far as what info a guy has to provide the verification sites, they do 'verify' that you are who you say you are. So they require your full name and work info (they have alternate methods, if you're retired or self-employed). I think that there is a way for them to verify you without you giving up any RL info, but that requires references, which most guys starting out don't have.
The advantage for us guys is we give up that info once to the service, then begin establishing our credibility as an upstanding guy by getting okays with P411 or recommendations with D-C. Then once you've established yourself, when you request an appointment, the lady can check out your profile and your okays, which for most gals is all they need.
The other advantage for us guys is to know that if we are unable to find reviews (and some ladies have a 'no review policy'), then we at least know that they are legit (i.e. not LE or a scam), but not much more (i.e. We don't know whether the pictures are accurate or what specifically happens BCD). Since you're new, the recommendation from us vets is to get VIP here on TER and stay with the well reviewed gals until you understand the dance better.
Welcome to the playground!