I only have 2 wires coming from the wall, one was labeled R5 and one 4 on the old wall plate. The manual shows connecting more. Do I have to run more wiring?

2 wires are heat only. Is this what you have? Your instruction manual should show you heat only and heat/air hookups. I believe red and white are heat only.

Yes, that is what I have, one red, one white wire. But the manual shows connections with wires that are labeled Rh Rc W Y G, and then it's says if they don't match then next connection it shows is C R Rc W Y G. So should I just hook the red wire to R and the white one to W?

Thank you.

Red goes to RH and White goes to White. From the manual I saw, you need to remove the red jumper that is between RC and RH. Should work. Hope this helps. Brian