General consensus is to hook up the CO2 lines and leave it for long enough at serving pressure and it will force CO2 into the beer. I mostly stick with this method it's just so simple to do it and a little faster in the end. I ran the numbers and it is cheaper to prime like a bottle, but I was bored one day with nothing to do.
That said you can naturally carbonate if you'd like. I have done it before as have others. I don't have quite as large a keezer to fit my kegs into and also likely won't be chopping it up to make more fit inside any time soon. This means that I occasionally fill a keg that won't be tapped for a month or 4, either by lack of option or by intention to age. For the ones that will be aging I will usually naturally carbonate. Calculate priming sugar, add it to keg and rack on top. Very important to at least hook it up to the CO2 for a bit to make sure that the keg seals up properly. Nothing worse than finding out it had a bad seal, didn't carbonate, then got infected because of the bad seal.