The method for cleaning ones bike is as personal as cleaning ones toes... so whether or not to use a chain holder is somewhat moot.
Previous posters refer to a lug on the seat stay which enables you to hook your chain over, maintaining tension in the derailleur. This is very useful when transporting the bike
sans wheels, keeping the chain somewhat taut, but unusual to find on a lightweight bike nowadays.
I have recently acquired something similar to
this (in fact, a bit more like
this) and have found it to be a useful little gadget. It enables the transport-without-flapping-chain thing when wheels are out but is of great assistance if you like to take the wheels off when cleaning.
With such a device you can use a 'clip-on' chain cleaner like the Park tool; if you don't have/like to use one of those, it also enables application of the '
Mickle method' with wheels off. Personally I do like to get the wheels off (on a workstand) and this slightly eases the cleaning process.
In summary, I'd humbly suggest it's not necessary, but for the price is a very useful little thing to have kicking around.
Matt