They come with a double drum as standard, its up to you how to use it. The line does attach fairly directly - it will need to be led around a few corners on its way. Down from the boom to a point on or near the deck, usually back to the stern or somewhere convenient, down into the underworld and off to the drum. They can be a bit critical about the line used - I find that braided salmon backing about 30lb is smooth and flexible enough for free running, doesnt stretch and is thin enough to thread up easily while not being so thin as to tangle inside the shroud.
It is the common practice to switch the TX on first, that way the RX is most likely to get a valid signal, and is less likely to generate and send spurious signals to whatever is plugged into it. Back when 27MHz was the morm, I often did it the other way round mostly to check whether anybody around was on "my" channel. Nowadays, with 2.4GHz, it is pretty vital to have the TX on first.