It's really easy. The rtl_sdr software interprets the info and passes out to HA. There's an add-on that scans that info and looks for devices it recognizes, and adds then to HA as a sensor. You'll get weather, tire pressure monitors, and other things.

Each device has its own protocol/payload, but there is a utility called rtl_433 that can decode about 200 of them.

If you're keen on tinkering a bit I would highly recommend going this route as it's a lot of fun and opens the doors to do all kinds of stuff.

Start by getting an SDR. I don't recommend the super tiny ones since they can get really hot (since it'll be running 24/7). I have this one and recommend it as it comes with an antenna etc. Nooelec RTL-SDR v5 Bundle

While you're waiting for that to arrive set up an MQTT broker if you haven't got one running already (the Mosquitto add-on in HA) and install the rtl_433 add-on as well.

From there read the rtl_433 docs to set up a config file to scan for what you want. Out of interest I set mine to rotate through a bunch of common frequencies and let it go for 24h to see what it could pick up. It was quite interesting! Another good way to do this is any wireless device will have an FCC number on it. You can look that up on their website and it'll tell you what frequency it's using and you can have your SDR scan that. If you don't specify any protocols the rtl_433 utility will try everything it knows how to decrypt. This can be CPU intensive especially on a Pi so once you know what protocol it is you can specify it in the config file to reduce CPU load.

Hopefully that's enough to set you down the right path. Happy scanning!