It really depends on what your situation is. You may be able to use an indoor antenna to pick up your local DTV stations. In this case you would simply plug the antenna into the antenna input on the HD receiver.
If you need to install an outdoor antenna you have some choices. Most people will agree that the preferred method would be to use a separate cable to bring the OTA signal to your receiver. If for some reason you cannot use a separate cable you can use a pair of diplexers in order to bring the OTA signal to the receiver over the same cable used for the satellite signal.