There are two kinds of auxiliary verbs in English:
Primary auxiliaries: am/is/are/was/were, have/has/had, do/does/did
Modal auxiliaries: can/could, may/might, will/would, shall/should, must/ought to/need
Modal auxiliaries are different from Primary auxiliaries in the following ways:
Past tense forms: The primary auxiliaries have past tense forms. The modal auxiliaries do not.
For example, must or may do not have a past form. (may and might can refer to the same time: present or future)
Third person forms: The primary auxiliaries have third person forms (he/she+ is/has/does). Modal auxiliaries do not change. They have no -s form.
Infinitives: The primary auxiliaries are related to an infinitive: to be, to have, or to do. There is no infinitive form for the modal auxiliaries. (We do not say to can, or to might.)
Note: Need fits into both categories.
It can be used as a full verb: need, needs, needed, e.g.
We need sugar.
He needs rest.
It can also be used as a modal auxiliary verb:
We needn't take a taxi.
We needn't go to the doctor.
They needed some money.
Use
We use modals to express a variety of moods or attitudes towards actions or events in the past, present or future.
Modals can be used to express possibility, certainty, ability to do something, requests, permission, obligation, necessity, prohibition, advice, etc.
Look at the following sentences:
Can I borrow your English dictionary for two days?
Sorry, I'm using it now, but I can give it to you tomorrow.
Would Ben lend me his dictionary?
What do you think?
You could ask him. He might.