The object of blinking of our eyelids is to keep the front of the eyeball clean. Blinking is done by means of muscles in the eye lids and the cleansing by tears. The tears are secreted in a little gland and carried along to the eye and when our eyelids open and close the tears are poured over the front of the eye and they wash away any particles of dust or any other harmful substances.
Some animals like the snake for example, do not have eye lids and hence cannot blink. But there is a hard film or scale over the eyes to protect them from dust and injury.