You can do either, there is a note in the directions about putting it under your tongue, but all it says is that it is too strong.

Probably most people don't want to bother holding something in their mouth for 15 minutes.

If it goes through your digestion, it is thought that the liver filters out some cannabinoids and also may change THC into a stronger/different form of THC. So sublingual is a different effect, maybe like vaporizing.