Should sections of a chapter have introductions and conclusions?
Everything that you write should be justified by the goals of the document. Introductions, conclusions and "linking" material between sections are written in order to support your overall argument (for example, by summarizing higher-level ideas) or to assist the reader (for example, by letting them know something about what they are about to read). So you need to think about the needs of each part of your document, and how the whole thing fits together, to discover where introductions and conclusions ought to be placed.

Introductory material does not need to be very long, and it does not need to occupy its own section. Within a chapter, it's perfectly fine to have a short introductory passage before the first numbered section. For smaller divisions of your document, it's likely that you don't need to say very much in the way of introduction. When you find yourself writing an introductory sentence that doesn't add anything to the section heading, you are better off just omitting that sentence.

Readers can be served by short "hints" at the beginning or end of a section, that explain how the topics are linked together. This sort of thing lets you move more smoothly from one topic to another, and makes your overall argument more coherent. Without using many words, you can let readers know whether the new topic is:


A later counterargument to the material in the previous section.
A supporting argument from a different perspective.
An additional example of the same thing we have just seen.
Superficially different, but actually the same underneath.
etc.


This is much better than having a template introductory sentence that just says "This section is about ..." without giving any indication how the section fits in to the overall structure.

Conclusions are the same: for a short section, there's no need to sum up what's just been said. That doesn't add anything. In particular, for a literature review chapter, you are likely to be better off having a general conclusion to the chapter (if there is a conclusion at all), rather than a separate conclusion in each section.