It depends. On folders you almost have to use a jig to hold on to something.
If you're just going for a straight flat grind with a normal drop point design, a jig can help you establish a bevel fairly quickly and accurately.
I learned on a jig but now freehand or sometimes just use the work rest to support my hand.
I tried sliding the blade, I tried using a push stick. Neither one felt comfortable to me.
You have to figure out what works for you. Try different things and don't ever be afraid to change your methods.