It can be done either way it's just a matter of preference. I prefer to use a frame so it keeps the guilt the same tension all over when I'm quilting. This helps me keep my stitches the same size. You can try it both ways and see what you like best.
Which ever way you choose welcome to the fine art of hand quilting. I just love the peaceful feeling I receive when I'm rocking the needle away, while I quilt. I wish you many happy hours of Quilting. :-D :-D :-D