There are many means and methods to sharpening a knife, some of them idiot proof, some requiring skill and practice, but one principle remains always true, and it's true regardless of whether you are sharpening knives, chisels, plane irons, straight razors or broadheads. First you put a burr on, then you take the burr off.
You can hand-sharpen a knife quite effectively with everything from a 6 inch mill bastard file to coarse Japanese water stones, to manmade oil stones through to natural whetstones ranging in grit from washita to hard Arkansas. Always the same principle. You put on a burr (wire edge) and you take it off (to reveal the sharp edge below it).
Problem most folks have sharpening a knife is that they put the burr on, and then they just keep rolling it back and forth, never taking it off. You can feel the burr form with your thumb, running perpendicular to the blade, from the spine and away from the edge, and you can also feel when it disappears.
A steel is good for returning a sharp edge that has been rolled over from use, but it will not put a sharp edge on a knife that never had one, or that still has a burr (or wire edge, as it is sometimes called).
If you are new to sharpening knives, get a 6" mill bastard file, stroke away from your blade at a 22.5? angle (halve a 90? angle visually, and then halve it again) until you feel a burr appear along the total length of the blade from the other side. Then go to that side, address the blade at the same angle, but filing into the edge instead of away from it, and take progressively softer strokes, a few to one side and then a few to the other, depending upon the location of the burr, until you can no longer feel the burr from either side. Thassit.
ONce you become proficient with this technique, then apply it to whetstones, free-hand. You'll gain some satisfaction in freeing yourself from the gadgets, gizmos and devices that compell us to assume we are incompetent, but that they'll mask the truth for us.