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.