OS X has always allowed you to have more than one display attached to your computer. Apple has changed how multiple displays work in OS X Mavericks.
Before OS X Mavericks, all your displays were conceptually one contiguous Space. Emphasis on the word one. In Rhino, you could have your modeling window on one display and put tool palettes and auxiliary panels on another display. When you restarted Rhino, all your panels and palettes would be restored to their last position.
But this single Space did not work well with full screen applications. If you switched an application to full screen, the application would fill one of the displays, and the other display would show only a gray linen background. All the displays belonged to the full screen app, whether the app used multiple displays or not. Other running applications were still there, but were completely hidden on other Spaces.
Apple has changed how multiple displays work in OS X Mavericks. Now, each display is a separate Space, independent from the other Spaces. When you switch an application to full screen, it only takes over one display; the other displays can still be running other applications.
You can move Rhino’s tool palettes and auxiliary panels to other displays, but they won’t be restored on the second display when you start Rhino again. OS X puts all the windows for an application on a single Space when it starts an application. This means that the tool palettes and auxiliary panels will all be on the same display as the modeling window when Rhino starts, even if they were on a second display when you quit Rhino. Rhino has no control over where application windows are placed when the application starts and cannot change this OS X behavior.
You can get the pre-Mavericks behavior back. Go to System Preferences > Mission Control and uncheck “Displays have separate Spaces”. This is a system wide setting and will change lots of OS X Mavericks multiple display behavior.