It depends on the Form action.
The example given in that tutorial is for a form (checkout) that has the action set to POST to the confirm page.
Since the action is set to go to another page, the validation needs to be on the other page.
Rule #1 when working with forms:
All Form Processing MUST occur on the page specified by the form tags action attribute.
Always look at the form tag and determine the action of the form and method of the form.
Insert and Update Forms created by the Data Assist wizard create pages wizard will have the action set to post to itself.
These forms will also have server validation already applied. So you can go to the server behaviors panel, double click the server validation server behavior to edit it and add or remove any validations.
Spry validation is separate.
to add a spry validation field, you go to Insert -> Spry and select the type of spry element to add.
to edit the spry settings, select the form element, then click the bounding box, this triggers the spry settings in the properties panel.
if you remove a spry element from the page, you also need to delete the corresponding line in the script for that element.