> Do they have to run lines from room to room?
They are not wireless, it does take a cable. There are two connectors - "TV1 out" and "TV2 out" on the Dish receiver, the TV2 output needs to connect to the second television. There are various ways to do it, it can be done with only one wall connector in the TV1 room by using diplexers. (The dish satellite connections coming in on the same cable that TV2 signal is going out on.)
TV2 is standard def only. TV1 can be HDTV.
There are ways of using a cheaper single tuner Dish receiver also, and watching it in multiple rooms (even HD in two rooms) but of course those TVs would watch the same thing.