Don't sweat it. If it's a round stake and you have the opportunity, go ahead and wrap the vine around -- sometimes it works out better that way.
I wouldn't advise it for square stakes because the corners may put too much pressure on the vine.
Either way, you will need to tie the vine on -- if you merely wind the vine up the stake, it may look secure, but at some point, especially when it starts to fruit, the weight will cause the vine to sag and collapse (yes, I've had this happen before

).
When you tie the vine onto the stake, double-wrap around the stake,
then around the vine. This helps to keep the tie from slipping.