You work harder with free weights. Also, you engage more support muscles with free weights than machines since you are having to stabalize the weight yourself, which results in greater joint strength and stability. The real world is 3 dimensional, so using free weights has more "transfer" to real life moves than machines, which only increase your strength on that particular machine. A leg extension, for example, is just about useless. If you want your legs to grow, you should do squats. Not only will your legs grow (and fast), you will also strengthen your lower back and arm yourself against injury.
This is sort of quick and general, but it more or less covers it. Welcome to the forum!