You can use ANY 80-wire/40-pin cable (ribbon or round) for the drive.
They provided the cable to make sure you don't use an older
40-wire/40-pin ribbon cable. They also provide the cable since some
mobos and IDE controller cards only give you a single 80-wire/40-pin so
then you would have to hunt around for another one for a 2nd or later
drive. It depends on how you bought the drive. If it was the retail
version, it usually comes with the ribbon cable, screws, and other
mounting or installation extras. It if was an OEM version, you don't
get the cable, you might not get screws, and you might not even get the
manual, and your warranty goes through the OEM, not the manufacturer
(because you didn't pay the extra cost to cover the manufacturer's
expected cost load to provide support).