I'm guessing you have analog rather than digital cable then. The signal that comes to your premesis with analog cable contains all of the channels on that cable system (it uses frequency multiplexing, just like "on-air" TV, to deliver all those channels over one coax cable). Most TV's, DVR's, etc are CATV ready, which means they have their own tuner that can tune to the signal coming in over the coax. If you have analog cable, it's trivial to get a splitter and have cable in every room.
Digital cable comes in differently. The signal is digital, compressed, and encrypted, and isn't usable by anything except for your digital cable box with the proper SIMM card. The box decodes it, and then sends only the channel it decodes to your TV. With digital cable, you must have a seperate digital cable box for every TV, and there's no way to watch one thing while streaming off another.