If you can, try running the wire along the baseboard and then up through the wall. If you rent or don't have the time and or skill to risk holes then you can buy flat wire that will stick to the wall and can be painted over. Wire Mold is another option. You can browse PartsExpress for the tools and materials needed for this type of work. I ran most of my wire through the walls, I was lucky to have all of the fish tapes, pull sticks and special drill bits to complete the project.
feel free to PM me if you have any questions.
Tom