A. It depends on the goal that you have in mind. I am going to assume that you would prefer that your dog not chase squirrels or stray cats in the yard/street. In this case, your options include: (1) training your dog on a "Leave it " cue using positive reinforcement methods, (2) training your dog not to pull on its leash when it sees a squirrel/stray cat, and (3) training your dog to perform a more desirable behavior when it sees a squirrel/cat.
Training your dog on a cued "leave it" command is useful because it will give you the ability to tell your dog to stay away from any number of undesirable objects on your command. Training your dog to perform a more desireable behavior when it sees a squirrel or cat will substitute a behavior you find acceptable (sitting, laying down, coming to the door, etc.) with a behavior you dislike. Your dog can still react, just in a positive way. If your dog pulls on the leash every time you see a squirrel/cat, training not to pull will make your walk safer and more pleasant.
The ideal training method to use with dogs, or any animal for that matter, is positive reinforcement training, particularly a method called "clicker- training." The basic concept of positive reinforcement training is to pair a reward (reinforcement) with a behavior you want to increase in frequency. In other words, when your dog performs the behavior you desire, it receives an award, which reinforces the desired behavior so you get more of that behavior. There are many excellent books in stores or on-line that describe positive reinforcement training in detail and many give step-by-step instructions for training common commands like "leave it". Look for books that specifically mention positive reinforcement training or clicker-training. You can also take dog training classes to learn the techniques, find a mentor who already uses clicker-training, or request a consult from one of the pet experts on this site to guide you.
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