It depends on how the preposition is related to the verb, and also on how formal or informal the context is for saying or writing the sentence. There are 2 common situations: indirect objects in questions, and prepositions that function as the second part of a phrasal verb. Consider these examples of asking a question about an indirect object: 1. To whom did you give the book? 2. Who did you give the book to? Both of these sentences have the same meaning. The first sentence is the more formal or standard, but to many native speakers it feels very formal or pedantic. Most of the time most native speakers will say or write the second sentence, especially in contexts that are relatively informal. Now consider these examples of using the phrasal verb "turn on": 1. Mary turned on the radio. 2. Mary turned the radio on. Both of these sentences also have the same meaning. Both ways sound normal and natural to me. Both of them can answer the question "What did Mary turn on?". This question does not have an alternative that has the same meaning and also has a neutral connotation. In particular, we just don't say "On what did Mary turn?", and we say "Mary turned on what?" only to express surprise or anger after hearing the answer to "What did Mary turn on?".

Yours is an interesting question which came up recently from another member. I was always taught in school (100 years ago) that we never ended a sentence with a preposition. However, apparently, this has become an acceptable practice by people far more learned than I. So, presumably, whether in a statement or a question, it is apparently just fine to let that preposition hang out there on the end. Hope this helps.