That is what I do.I clamp so the edge to be sharpened is parallel to the rear of the clamp.
Coloring the blade edge is important as is staying with the coarsest stone until you have completely developed a sharp edge,full length,before going to the finer stones.If you show some patience with the coarse stone,it will go quickly after that.If you don't get it sharp with the coarse grit first,it probably will never happen.You will just be polishing a dull edge with increasingly finer grits.
If you have any problems at all,don't hesitate to call Ron at KME.Their customer service is second to none and you will have the hang of it when you get off the phone.Good luck with it.