As Andy said you do both.
The spray with water is to allow you to slide and manipulate the film.
A lot of people use cloth softener with water . You need to really make the surface wet , get the film in place then use heat gun and squeegee to work the air old and get the film flat, that's the bit hats an art .
Don't be afraid of getting the film hot , also it really does pay to get a high grade film, it's thicker and stronger than some of the eBay cheaply stuff.

I watched a professional do a rear window on a scoob and he made it look so easy , but it was all how he used the heat gun and squeegee working from the centre out to edges .