The USA Nest can use sensors in different rooms, but the Europe Nest is a single stand alone unit, there are two for the UK the Gen 3 will work DHW as well and comes as two parts, and the Nest e not used but is two wire only, in fact only wireless thermostat I have seen which is two wire. How you have got a USA version I don't know.
The normal idea is with a wireless thermostat the base goes near boiler or motorised valves and the sensing head goes where you want to sample the heat. With the Nest Gen 3 you can power the head from the base using two wires, this is what I have, but not sure what Nest Gen 3 was designed for, as it seems to be the odd one out for smart thermostats in that it does not connect to any TRV heads or sensors, so unless a open plan home, they are a bit useless.
Most expensive thermostats link to TRV heads, Hive, Wiser, EvoHome, Tado all have a system where the TRV heads can tell the wall thermostat heat is required, and so it can fire up the boiler. Also most except for Hive, have the option of working with OpenTherm, however not all boilers have OpenTherm option.
I have Nest Gen 3, and am now considering replacing it with Wiser, as the Hall where it is fitted cools slower than the Living room, but can't fit thermostat in Living rooms as one there is an open fire in the room, two there are outside doors in the room, and three which is the biggest reason there is no way to power it from the boiler supply if moved to living room, so central heating would stop working if we got a power cut, nearly all the other systems the wireless head is battery powered so no problems getting power to them.