Normally, the cable that connects from your receiver or cable box to the tv (think the yellow/red/white for composite (for low quality standard definition)), or if you are using higher quality component cable, these are three cables that are Y (green), Pb (Blue) and Pr
(Red) that can carry a high definition signal.
Typically, when you run your system to another location, you don't pick up and move the receiver/cable box, but run a very long cable from the box to your long distance display. In my case, I keep my satellite receiver DVR and DVD player (and now media player) inside by my tv, but run a very long cable outdoor to my backyard to show on a projector.
You typically have to run very long cables to the backyard (or other location). If you want a high definition signal, you would have to run a very long component cable (or HDMI) to get the signal to your display. This can be very, very expensive, depending on the length. not to mention the difficulty of going through walls (because this cable can be a bit bulky, and with a long run, you would want a lot of shielding).
Another option is to run relatively inexpensive cat-5 cable (which you probably know as computer netork cable). This cable terminates with an RJ-45 plug (like a telephone plug, but with more wires inside (4-pairs of little wires that are twisted together). But in order to properly "decode" the signal after passing through these wires, you need what's called a "balun" on each end. It changes the high definition signal into a form that can be transmitted over the cat-5 cable, then changes it back so that it can be displayed. For very long runs, some people use this instead of the other (coax) cable.