Waterstones are meant to be used wet (hence the name!
). You will find they cut much, much better if you soak them briefly in room temp water, then periodically re-wet them while sharpening. That's what the little plastic bottle included in the kit is for. A cookie sheet under the Apex serves two purposes: 1) It gives the suction cups something to get a good grip on and 2) it catches water & swarf (the metal/stone slurry produced during sharpening), making cleanup a lot simpler & easier.
The Pro has a more solid feel but it won't get a knife any sharper than the Apex will. I love my new Pro but the Apex is a terrific tool for the money.