It's common to install speaker wire from the central amp location to the wall junction boxes. A single 4 conductor 14 gauge wire is good. Then run2 conductor wire from there to each left/right speaker.
Most, if not all, distribution systems require central sources. Use RF remotes or IR repeater networks to move the control signals to remote devices. The TV itself isn't providing the sound, it's the components (tivo, vcr, dvd, etc). Those can be quite easily controlled remotely.
Few systems allow this. It's not a matter of getting the signal as much as it's about being able to control the source.
From within the rooms themselves? Most systems allow this.
That depends on where you store the MP3 files.