Do I need weep holes or dampproofing for a retaining wall?

You probably need weep holes OR a foundation drain—not both. Weep holes are cheaper but they are also more visible.
If you choose to use weep holes, you need to know that these are not tiny little plastic tubes. They are surprisingly large chunks of PVC pipe—1.5” diameter, minimum. You need to install them at about 6’-0” on center. The tubes should extend about an inch beyond the face of the wall to keep water from drooling down the face of the wall. If you don’t like PVC pipe, you can install metal lamb’s tongue pieces at the face of the wall.
You will need drainage fabric installed on the back side of the weep tube to keep soil from clogging the tube.
You need to install a continuous line of gravel on the back side of the wall at the weep tube elevation. This line of pea gravel is usually about 6” wide and 12” to 18” high.