You have to things 2 validate, Entities and Fields.
You have 2 ways to place your validation, in separate classes or in the generated entity classes (whether in the same generated files or by using partial classes).
At the end of the day, both ways works exactly the same way.
So what is the difference?
The difference is how you like to organize your code (you can think of code maintainability here)
So was your question about using either of these 2 ways, or using one of them comparedd to writing your own BL validation?