New to smart thermostats...

Hi all, I am new to smart thermostats and wanted to ask what a bypass is for when installing TRVs? I have read this a lot but haven't really found a full explanation.

Also, if I install say only 4 TRVs but have 8 radiators around the house. Does it mean the boiler is always on or only will it only turn on when one of the TRVs calls for heat? Thanks in advance!

FYI - just saw tado X went on sale finally on their site 20% off so planning to pick that up :)