How do wireless headphones work?

[Uninitiated]

May seem like a no-brainer to you but I didn't call myself uninitiated without a reason. I just want to confirm how does the transmitter in a wireless headphone set (eg in the case of Sennheiser RS 120) connect with the original source (TV/HiFi /Computer)? Is it through a cable which plugs into the headphone jack socket in the original source? I understand how the signal gets to the headphones. I have tried to look around the internet but I could not find a direct explanation for how the transmitter receives its signal. I did find this forum and hence the question.
Also, is the transmitter unit powered through the main? If so why does the transmitter use 9volt batteries.
Thanks for taking the time to look at this.

[vRSNutter]

The transmitter has a cable with a 3.5mm jack plug on the end just like a normal set of wired 'phones and is powered through the mains by a transformer that outputs 9volts dc,not a nine volt battery.Just this minute got my 120's and about to stick em on charge.

[Uninitiated]

Thanks for your explanation. I am also considering RS 120. How did they turn out? If you are in the UK do you mind telling me how much you paid for them? I want to order them from a UK vendor and the prices I see are around GBP 60 which seems expensive given that in US they appear to be about half that price.