Assuminf that the heaters are 240 volt units, the basic idea is this: the 240 would go to a junction box somewhere, and from that box, two cables would run, one to each thermostat. The rooms would work independent of each other.
Are you sure that a 20 amp breaker will support 2 heaters? Each heater would need to be probably a max. 1500 watt unit. Ideally, you should not run two 2000 watt units off one breaker.