Sex without lubricant can increase friction, which puts extra strain on the condom. The use of lubricant makes it less likely that your condom will tear or slip off.
There are different types of lubricants, mainly water-based, silicone-based and oil-based. Water-based and silicone-based lubricants are recommended to use with condoms. Do not use oil-based lubricants as they degrade latex condoms and cause them to break.
Keep in mind that not all lubes are compatible with all sex toys, e.g., silicone-based lube is not suitable for silicone toys as it can cause the toy to break down.