If it is a freehweel (not a cassette) then the most effective way is to mount the remover tool in a sturdy vise with the splines completely exposed above the jaws, fit the wheel onto the tool to engage the splines, and turn the wheel like a bus driver turning left.
Some areas of caution:
1. This won't work on a caseette.
2. If it is not a 'splined' tool (it is a two-prong or four prong) you have to hold the tool in place with the axle nut or quick release, and you have to be mighty careful not to strip out the tool or your hub - and that makes thing much more difficult
3. the vise must be very sturdily mounted or you will rip it off the workbench.