[dspillett]

Depends on what you mean by “proper” and the exact layout you are trying to work around.

I can state from experience that drilling a hole through a wall, installing brush plates on both sides to make it look neater, and passing display and input cables through, works pretty well and costs very little. I was using wireless input devices, but still had input cables through the wall with the other end of the wireless link plugged into them, as the range limits of the devices' radios was problematical otherwise.

If you sometimes need to use the machine in its own location as well, then you need a screen there with the pair set to mirror the same output and a local set of input devices, sharing/switching audio output might be a touch more faffy.

Less practical if the device and screen are not near enough to the joining wall, or are in rooms that don't share a wall, of course.