Often when ordering a new mother board you will also see an ide as well as a floppy cable thrown in along with the board itself. If you order a "bare bones" drive kit you would only receive the drive by itself without a cable. The retail boxes generally have one included with most brands.
One thing to note is that some cables are "cable select ready" with the change seen with one wire. The position on the cable itself when the drive's jumper is set to CS determines if it is mastered or slaved. Other cables bought separately often need to have the jumper set to master or slave since they lack the one block pin opening for the one way fit.