It depends on what you're starting with. With frozen grapes, you must press. I just do it in big mesh bags, as I never deal with more than a 5 gallon batch at a time. It's not nearly as effective as a press, but it works! I put the fruit into big mesh bags from the homebrew store, at the very beginning. I'll use three or four separate bags so they are "loose" in the bag. I ferment 3-5 days or until I'm at 1.020 or so, and lift out each bag individually and squeeze my little heart out. Pressing would be easier, but I don't really have the space or the $$$$ for a press right now. Some winemaking shops rent them, so if I had one close I'd do that.
If you start with juice, which is already pressed, you can just rack to secondary. Some of my favorite wine kits from Midwest were frozen juice for white wines. Since the wine is pressed for you, it's a piece of cake- you just ferment the juice.