It depends on how you're setting up the system. If you want your second battery to be available for instantaneous backup starting duty, then indeed you need to run heavy cable. But if all you plan to task it with is powering equipment in the rear of the truck (fridge, lights, etc.), then the charging wire from the alternator can be much smaller.
If you're using a deep-cycle battery for the auxiliary, your winch should be connected to the starting battery, since deep-cycle batteries are not designed for short-term high-amperage loads. The exceptions are newer AGM batteries such as those from Deka and Odyssey, which can fulfill both roles.
In my FJ40 I relegated the auxiliary battery (also in the rear) to secondary systems - fridge, lights, and radios - and ran, IIRC, eight-gauge wire to charge it. If I ever need it for starting duty it would be no big deal to physically swap it for the front battery.