As you point out this is used on many machines including some CNC machines. The lubricant can be way oil which has additives for extreme pressure and also to make it more sticky so it does not run off the ways so quickly. But on manual machines just plain mineral oil will work. Grease can be used but eventually the additives that give grease its thick consistency build up and make a mess.
Steel on steel no.
Sliding bearings, whether they are machine ways or simple sleeve bearings on a shaft (which is really a sliding bearing going in a circle) are normally made using to different metals one harder and/or stronger than the other. There are some exceptions: Brass will slide okay on brass, ductile cast iron will slide okay on ductile cast iron and hard chrome will slide okay on hard chrome all with correct lubricant.
Steel on brass is okay, steel on ductile cast iron may be okay, plastic such as Delrin, UHMW polyethylene, teflon and some of the graphite filled nylons will slide okay on steel. Turcite is a plastic that is used to slide on steel or cast iron ways.
Everything must be flat and straight but not polished or perfectly smooth. You might have seen on commercial machines with cast iron or hard chrome ways that there are swirl patterns in the surface. The purpose of these is to have very tiny cavities which retain oil. When the surface is too perfect the oil can simply get scraped off and then there is metal to metal contact.


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