but the audio connection is the "wireless" part... Interestingly, "wireless" mics use more wires that a wired mics.

In either case, if you want the camcorder to capture that audio from an external mic, the camcorder needs some way to connect that external mic - whether wireless or wired. Let's start with the camcorder (the link you provided). The Sony DCR-HC52 has no method to connect an external mic (wireless or otherwise).

When there is no audio-in connection, use of a "field recorder" allows you to capture the audio externally. When you edit the video, import the audio from the field recorder, sync with the camcorder audio... and when the echo is gone, mute the audio from the camcorder. M-Audio, Zoom, Sony (professional), Marantz, Edirol, Fostex, and several others manufacture field recorders. Some have no built-in mic, some have built-in mics, some have connectivity for external mics with a 1/8" (3.5mm) jack, some have connectors for pro-grade XLR and TRS jacks. I like Fostex and the Zoom H4. All the others are fine, too. It depends on your requirements. Flash memory is preferable to mini-disc or optical disc.

The mic clips on (or under certain conditions can tape on) to the audio source. (If you tape onto skin, use moleskin or some other gentle adhesive - using tape, even medical tape can be really irritating - and some tapes can pull off the first few layers of skin if you leave it on too long - please be kind to the talent... Then the mic plugs into the body pack. The body pack and base station are on the same frequency so when the audio picked up by the mic is received and the base station is plugged into the camcorder or field recorder, they can record the transmitted audio.

Each wireless device being used needs to be on a different frequency or you will record what sounds like interference. Each wireless mic needs its own base station (unless the base station is equipped to handle multiple wireless devices.

Wireless mics can transmit in different frequency bands. At the low end, the 900 MHZ, 2.4 GHz and 5.4 GHz are "shared" unlicensed bands that garage door openers, wifi base stations, cordless phones and other household items use. Your Sennheiser selection is a good one. It is in UHF (not in any of the shared frequency bands). The Sennheiser base station is portable - contrast this to the wireless rigs made by Shure - the wireless systems are great, but the base stations are not very portable. I guess this is the obvious difference between stage/studio use as opposed to the Sennheiser's ENG (Electronic News Gathering) flexibility. With the Sennheiser's portable base stations, you can mount them to some (generally larger) camcorders. Note the bracket in the lower right of this system:

If you stay with consumer or even prosumer camcorders, they typically have a single 1/8" stereo audio-in jack. If you use only 1 mic, that's fine. If you use more than one mic - or if you use XLR pro fessional grade connections (with either wired mics or the wireless mic base station), then you will need an XLR adapter like those from juicedLink or BeachTek. Pro-grade camcorders include XLR audio-in connections. The body pack uses batteries. The wireless mic base stations need a power source - batteries or AC power adapter. The wireless mic base stations cannot use phantom power (sometimes available from the XLR adapter), so be sure phantom power is off when you plug the base station into the XLR adapter or audio/board mixer.

Using an external mic is one piece of the audio puzzle. There are several (consumer) camcorders with a mic jack like the Canon ZR (excluding the ZR950), FS, HF, and HG series and the Sony HDR-SR series... The other big piece is controlling the audio that gets recorded - and that is done with manual audio control (overrides the camcorder's automatic mic gain circuitry). The Canon HV20/HV30/HV40 and Sony HDR-HC9 are the least expensive camcorder (of which I am aware) with a mic jack (1/8") and manual audio control - and it is uphill $-wise from there.

The least expensive camcorders with XLR audio-in connectors are the Panasonic DVX100, Canon XHA1 and Sony HVR-V1U and it is uphill from there... All have manual audio control, nice-sized lenses and imaging chips for good low-light behavior and are all considered pro-grade.