There are three things that must be considered for audio/video interconnections; the Type of Cable, the Connectors and the Signal Protocol.
Whilst the Signal Protocol (Format or standard) has the greatest influence on the cable and the connectors that are used, it's essential to understand what inputs/outputs can (and can't) be connected together, and be able to select the correct cable and connectors for that interconnection. It's possible to make up a cable that will physically connect two audio or video components together but whether that cable will successfully convey a signal from point A to point B depends more on the type of signal than with either the cable used or the type of connectors.
You can't simply wire up a cable with an F-connector at one end and a DVI-D plug at the other and expect to pull digital video out of an antenna.
Some connections that look compatible with each other can be incompatible - a device with red, green and blue jacks running sync-on-green RGB can be plugged into a device expecting Y/Pb/Pr component video, but the destination device will be unable to process the signal being fed to it. Two devices both running Y/Pb/Pr component video, one through BNCs and the other through RCAs, can be hooked together with a cable and will work OK despite the dissimilarity of connector types.