Ok, so this guy did a 4-wire braid for each cable. That's more than necessary - for RCA cables, you only need 2 wires to each connector. So, he soldered 2 wires to each terminal.
Each wire has only 1 conductor in it, and is covered with clear insulation. So, he took 4 lengths of the copper cable, braided it, then terminated it. (To terminate means to put the connector onto the wire)
So, if one of these cables was 5 feet long, he would have had to order at least 20 feet of wire (again, because 4 wires x 5 feet = 20)
He didn't use any heat shrink or outer sleeving at all. It gives it sort of a raw look. So yeah, this is a relatively simple cable to make. The braiding was the hardest part.
In your case, you would use 3 conductors instead of 4. (Unless you wanted to have a really chunky looking cable, then you could use more conductors and solder multiple conductors to each lead in the connectors, but only 3 is required)
I hope this is helping. If you have any more questions, I'll do my best to help, but I am by no means a DIY expert.
I am very much looking forward to making my first cable, though