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There are four verses in Quran which we must prostrate when we recite or listen to any of them. They are: 1. The last verse in Sura al-'Alaq . 2. The last verse in Sura Najm. 3. A verse in Sura al-Sajda and 4. A verse in Sura Fussilat.

Immediate prostration is must and we don't need to have Wudhu, no facing Qibla in such prostration. Recitation during this prostration is recommended. It can be Subhanallah سبحان الله or Subhana Rabbi al-A'la Wa Bihamdih سبحان ربي الأعلى وبحمده m or any Du'a or Thikr of Allah even saying Ya Allah.

Wassalam.

It is not allowed during obligatory Prayer (Salah) to add Rokoo' or  Sojood because it will invalidate the Salah. Reciting any of the four verses of obligatory Sajda is not allowed in obligatory Salah. If you do Sajda for reciting or listening to any of the four verses of obligatory Sajda, you Salah becomes invalid and you need to perform the Salah again. 
Wassalam.

Sajda al-Shokr is just one prostration in which we say: Shokran Lillah or Shokran Shokran Shokra. It is recommended to repeat Shokran Lillah or Shokran either three or fives or seven or ten or forty time or more.

'It is highly recommended to perform Sajda al-Shokr after every Salah to thank Allah for granting us His blessings to perform Salah. It is also recommended to repeat it whenever we remember any bounty granted to us, or any harm or danger removed away from us.

Wassalam.

Bismihi ta'ala

There are four places in the Quran where it is wajib to perform a sajdah after reciting it, or hearing it. They are in the surahs that are called Suwar al-'Aza`im.

They are:

1. Surah Sajdah, verse 15.
2. Surah Ha`-Mim/Fussilat, verse 38. 
3. Surah Najm, verse 62. 
4. Surah al-"Alaq, verse 19. 

And Allah knows best.