The art of 3d sketching for cable routes is basically a lot of planar 2d sketches. Hit the tab key while in the 3D sketch to change which plane (either x-y, x-z, or y-z) you are sketching on.
-Dustin
Professional Engineer
Certified SolidWorks Professional
Open the assy, create a new part (in-context) within the assy, pick the starting surface. Add the circle dia of the cable, add the 3D Sketch (line or spline). As per Dustin above, tab between the planes to draw the sketch route.