Coaching is a balance between sharing what you know (telling) and guiding the individual to learn things on their own. This requires the ability to know when to ask questions and how to ask these questions in the most effective manner.
I don't know if there is a hard and fast rule on when to tell and when to ask questions, but I always err on the side of asking questions. In the beginning, I want the individual to tell me what they want to learn and why. This is critical because sometimes the thing they think they want to learn isn't what they want to learn at all. I also like to ask what they already know - it gives a good baseline from which to start.
The two best questions are "why" and "what next".
"Why" becomes a critical question because the individual has to understand the reasoning behind it. Employees rarely learn a skill simply by following a checklist of tasks. They have to know the reason behind the tasks to see how to do it and also to be able to make judgement calls. For example, when I am teaching a class, I know that there are certain tasks or instructions designed into the materials. However, if the group is struggling at something specific, or won't need a certain knowledge, I can make adjustments to the content. If I was blindly following the materials with no understanding, I could not make these judgement calls with any accuracy.
"What Next" is critical because most skills you are coaching have multiple steps. They may not have to be done in perfect sequence, but as the expert you probably know the best pattern to be efficient and avoid future mistakes. You want to ensure they know the bigger picture so that they can think it through if you aren't around. For example, when building some bookshelves, the instructions occasionally say "don't tighten the screws all the way". The instruction knows that something will happen in a future step that will be difficult (if not impossible) if the screws are too tight.
If you simply tell them, it is fast and efficient for you, but not very effective for them. They need to think about and struggle with the task to ensure retention.
FYI - this is the reason why shadowing programs are so ineffective for new employees. They see someone do something, but they don't know why.