It would kind of depend. I'm setting up a job right now that will probably be launched by cron.
On the other hand, if you're running the full BI suite and you want a "Master Control Panel", you'd probably want to use the Pentaho (Quartz) scheduler. It's somewhat easier to use than cron, can feed back status, and doesn't require a shell account to use.
An IDE is no substitute for an Intelligent Developer.
As Tim said, if you use the Pentaho BI platform you can use the embedded scheduler. But if we are talking about Kettle jobs or transformations, the usual is to use the Windows scheduler or a cron (depending on your system),