If the challenge is a homework question in disguise, or otherwise looks like an attempt to get this community to do someone else's work for them, then I would downvote it. I would certainly not direct them to Stack Overflow.
If the post is a regular programming question and is suitable for Stack Overflow, then I would refrain from voting and leave a helpful comment directing them to Stack Overflow.
If the post is a regular programming question and is not suitable for Stack Overflow, then I would refrain from voting and leave a helpful comment telling them to improve their question and then post on Stack Overflow.
And, of course, I think everyone else should vote like me.