+1 with Jeff on this. Yes, generally DMX ins and outs are just paralleled. There's a short amount of wire then that goes to the DMX electronics.
It's actually possible to split a DMX signal passively, although when you do that you run into the risk of unexpected reflections, data errors, etc.
Now, some devices do have active splitters inside them, which then is totally a different scenario, but these are typically specialty items that most won't run into.
One case where this can cause you major issues is when using wireless DMX. Some wireless DMX receivers will turn themselves into transmitters if they see a DMX signal. If one of your lights gets put into master mode, it sends out a signal, confuses the receiver, and well, nothing works. Fun times.