[Squats]

So I have done a good bit of research and I have found threads on connectors, soldering, resources, and everything else one could think of but nothing on how to actually put the cable together. 
 
Do you just buy a cable, twist, and put a cover on it? 
 
I don't know if I have missed the thread about it or what but I can't seem to find it :/
 
Any help would be appreciated.