All fertilizers should be watered in and the best way to do it is naturally, with rain. Try to time the application of fertilizers to just before an expected rainfall of at least 1/4 inch.
It can be difficult to achieve adequate coverage and the proper amount of water with lawn sprinklers. Applying fertilizer before rain provides insurance that the product will be washed into the soil and become available to the plant.
An irrigation system can be used to water-in fertilizer but nothing beats the even coverage and natural qualities of a prolonged, steady rain.
Of course, if heavy rains are expected, it's best to not fertilize to avoid washouts and leaching.