Enzyme is a protein molecule and are biological catalysts , Microorganisms are the primary source of enzymes, because they are cultured in large quantities in short span of time and genetic manipulations can be done on bacterial cells to enhance the enzyme production
Yes, all bacteria produce enzymes. One would expect all aerobic bacteria to have glycolytic enzymes, else what is the purpose in having sugars in the growth medium? If you want to put express a particular enzyme in a bacteria you via restriction enzyme ligation or Gibson Assembly insert the gene for the enzyme into the multiple cloning site of a plasmid. Then you transform the plasmid into the bacteria with like the T7 expression system if that was what was on your plasmid and your bacteria produces the protein when inducer is added which is an analog of lactose if you are using the T7 expression system.
Some bacteria might treat your enzyme like it is toxic and excrete it into the periplasm or outside the cell. Some may not prefer the codons in your gene. If you are trying to express a glycosylated protein then you shouldn't even be using bacteria because you need a Golgi.
Although many proteins and enzymes can be abundantly produced in bacteria, others are often produced in fungal cells. It very much depends upon the specifics of the enzyme.