When you have your audience go through your work, whether it's written fiction, a movie, a video game or whatever, you want them to ask themselves certain questions, which you want to answer as they progress through your fiction. Obviously you shouldn't always spell out the questions they need to ask themselves, as they should think for themselves as well, but would it be wrong to guide them a bit with a few questions here and there? A few scenes of a hero pondering why the knife was found at that place but not in that other place where it would make sense?
Sometimes when a strange thing happens in a story, for example a knife being found in a weird place, it can seem like a mistake by the writer. By highlighting the strangeness (whether by having the MC notice it, or by other tools) you are letting the reader know that this is not a mistake - this strange occurrence is intentional, there is something hiding behind it.
Remember also that you are working with a certain bias: you know how the story will unfold, you know which elements are important. The reader doesn't know which elements are key, and which are random chance.
@Cyn is right that you shouldn't be heavy-handed in spoon-feeding your reader every thought, but it's not bad to highlight the things you particularly want the reader to notice. In fact, I'd err on the side of highlighting a bit too much, and then removing hints that beta-readers call "captain obvious". But @Cyn's approach of erring on the side of "not enough information" and adding hints where necessary is also valid.
I would progress with great subtlety. Drop the tiniest of hints here and there but, mostly, let the reader do all the thinking possible.
When you've got your draft, send it to people to read. Ask them to make notes. When they've done that, you can ask them additional questions if they aren't in the notes. "When did you figure out why the knife was in the shed?"
If there are any points where readers aren't picking up on what you need them to pick up on (or they're actually confused), drop some extra hints.
As for overt things like having a character ask the actual questions, you can do that if it works in the story. But be sure to include questions that are misdirection, not important, or flat out wrong. Along with whatever info the reader needs to figure it out...or not, if you want to save those realization for later.