The TRVs (Thermostatic Radiator Valves) are designed to save energy by not keeping infrequently used rooms at the same temperature as the rest of the home. They do not ‘Call for heat’ so setting a room to be warmer than the Main heating will not cause the boiler to come on.
There is no need to place TRVs on every radiator in the house. In fact it’s better to place these just in rooms you tend to use infrequently and will therefore benefit from not being kept at the same temperature as the rest of the home - for example bedrooms, study/home office, dining room, etc. Generally use them on rooms you can close the door to as the room will gradually cool down.