Where should I carry my sidearm?

Hi!

I am a guy who is generally interested in hunting, nature and military things. I live in Finland and I am going on my mandatory military service very soon. I am interested in this topic in another ways too, like playing airsoft.

So the question is where should I carry my sidearm?

I have seen a lot of people carry it in a holster on their hip. Then there are guys who have it tucked in their tactical vest and then there are guys who have a bag for it on their vest. Which one of these options is the best? What pros and cons do they have and what situations are they good for?

Please answer in the comments to your best of ability. (sorry if the language seems janky, I do not speak English very well)