The glow effect which is a raster effect and uses a blend mode is a simplified, general idea of how to add a glow. True, it doesn't have to be a raster effect. If you download the image and take a look at it, various parts use gradients and have the blend mode Color Dodge applied to create the glow.
I've downloaded the vector from Freepik to take a look but for some reason, the background layer is not showing up?
The paths for the vector are visible though. Does anyone know a good tutorial on working with these types of gradients and layer blends? I'm unfortunately not as familiar with Illustrator.
Those examples are vectors from Freepik.com. I'd recommend downloading them, so you can see how they are set up. The idea when creating a glow with a vector object is that it's going to have a raster effect applied to it (Effect > Stylize > Outer Glow) that produces a glow when it's over a dark background because of the blend mode used in the effect.