Great Question!!
When coaching my patients with dilation, I usually recommend at first just inserting the dilator and leaving it inside for about 10-15 min to start getting used to the new sensation of penetration. As my patients get more proficient with dilation, more comfortable and confident, I do recommend moving the dilator (in and out, side to side, strumming, rolling). Thrusting the dilator in and out, especially when you are at the larger sizes, can help simulate intercourse, and help get used to that feeling, which is very different than a static dilator in the vagina.