Depends on the unit but you can use your furnace to distribute the air rather than a fully independent HRV. Then you would simply drill one extra hole in the mechanical room wall for exhaust and run the HRV exhaust line from there to the furnace cold air return. The HRV intake would go inline with the current furnace fresh air intake. This way no drywall has to come down, no major modifications.
Or even like this:
Of course you need a forced air furnace and it's fan will have to operate when the HRV is on.