With the STAR box unchecked at the bottom of the SID/STAR page, you will get vectors after your last PF3 waypoint. With the STAR box checked, you will not get vectors. PF3 will tell you which runway is active and you will be cleared at pilot's discretion to fly there and line up on final, without any further instructions. The choice depends on preference but also on the approach and terrain. PF3 uses a standard vectoring algorithm that works well in areas without a lot of mountains or obstructions. If the airport is surrounded by mountains or has very difficult approaches, vectoring may not work well because the obstructions are not taken into account. In these cases you are better off flying a published approach procedure at pilot's discretion, because they are specifically designed to avoid irregular terrain and obstructions. Mexico City MMMX is an example of an airport where you would definitely not want PF3 to vector you on approach.
If you are sure you won't want vectors on approach you can check the STAR box before the flight, but if you are unsure, leave the box unchecked. Once PF3 starts vectoring you, you can hit hotkey 1 to request clearance at pilot's discretion if you prefer and PF3 will clear you to complete the approach on your own.