Personally, I found that step unhelpful with Reel Creations. While my water based paints sponged on well, the Reel Creations paints I used did not, so I just skipped ahead to airbrushing those straight on. However, a different sponge might work better than the ones I had in my kit at the time. I've heard of some girls using brushes to get their first layer, or all of their alcohol activated make up on.
As always, I'd recommend experimentation and seeing what works well for you!