It all depends on the radio.
Many dual band rigs have an internal duplexer and a single SO-239 antenna connector. You can just attach a dual band antenna and go.
Others, such as my Yaesu FT-847, have separate outputs for HF, 6m, 2m & 70 cm. I run a dual band Diamond X-50 for 2/440 and have a duplexer combining the separate outputs of 2m/440 into a single antenna feedline.
What dual band radio do you have, or are thinking of using?