Cables for building a computer
Although many manufacturers do supply the cables with their components, it is not a rule. Therefore, be pepared to buy some separately. Also, some screws for screwing things in place. Actually, your best bet would be to buy one of those mini toolboxes for computer components, which usually come with some screws (as well as tools) inside.
It depends on where and how you buy the components. Usually if you get the retail box version of motherboards, HDDs, etc they come with the appropriate cables. If you buy the OEM version, you get the identical hardware, but usually the cables and manuals are left out.
The easiest way to find out is to ask if you are purchasing in person, or look at the package contents if you are buying online.
Retail motherboard box will typically come with an IDE cable, Floppy cable, 2 Sata cables, and possibly 1-2 molex to sata power adapters. They also may provide a serial port cable/bracket, as well as possibly a USB cable/bracket.
The computer case will come with the needed cables to activate its features, such as audio, speaker, front usb, etc. The case will also come with screws you will need for mounting, as well as extra screws. Typically there are enough extra to handle hard drive/dvd mounting, but not always.
OEM versions of hard drives and dvd drives will NOT come with screws. Depending on how many came with the case, and the type of case, you may need more screws here. Retail versions of these may come with the needed mounting screws, but not guaranteed.
A basic power supply will have enough connectors for a basic setup. 1 DVD drive, 1 HDD, one Floppy. Case fans usually have splitters so this tends to not be an issue. Make sure you get a power supply to match your components, vid cards in particular have special power requirements, and will need a supply that has the necessary connections.
In general I have never had to purchase extra adapters/screws with the systems I have built. I have kept the screws/adapters left over from previous basic builds to handle more involved ones. If you are piecing together a basic system, you should probably be ok without worrying about anything extra. Stick to retail on the drives if you aren't 100% sure.