It depends on your year and model (you don't say what you have).
For most all trailers, it is as Johnnyg says, the non-pressurized filler location fills the holding tank.
On my rig, and most newer Montana's, there is also a "Power Fill" valve in the convenience center which diverts the "city water" to fill the fresh water holding tank, so you don't have to stand there and hold the hose in the gravity fill opening. You are still advised to open the gravity fill cap when filling the tank with the power fill valve to allow air out of the holding tank so it does not rupture.
Another caveat for filling the holding tank with either method is that you are supposed to stop filling when the tank level monitor indicates that the tank is full.
Do not keep filling until water starts pouring out of the gravity fill opening. It says this in the owners manual, and I got a lecture from Darrell and his technician at the Keystone Service Center for not complying with this procedure.
So, in re-cap, the answer is:
1. On city water the water does not go to the fresh water holding tank, and water pressure is supplied by the campground faucet that the hose is connected to. Do not turn on your water pump!
2. When not connected to city water, turn on your water pump and use water from your holding tank.
3. Always use the tank monitor panel when filling the holding tank and stop filling when the monitor says "Full". Do not over fill.
4. Always open the gravity fill cap if you fill the tank with the power fill valve! ...and pay attention to #3!