None of the studio monitor style speakers like the BX5a and similar will come with audio cables. However they should all come with power cables (each speaker is individually powered so each speaker needs a power cable).
MonoPrice has professional style cables (XLR, 1/4 inch TS, 1/4 inch TRS). Look under "Audio Cables - Professional"
You can also get inexpensive pro-audio cables like Hosa from places like Guitar Center
You can also use a 1/4 TS to RCA adapter and use regular RCA cables
XLR is for balanced audio
TRS (Tip Ring Sleeve) is for balanced audio
TS (Tip Sleeve) is for unbalanced audio (normal consumer audio as you'd do with regular RCA audio cables)
Most studio monitor speakers can do either balanced or unbalanced audio