Almost anything will do for cable, its only 1/2 amp at 6v. I'm using the same as tyred on one bike and on the other its the thin wire that came with the CYO 60 light. The Shimano connectors are specials. I needed one a couple of years ago and bought it from SJS in with some other stuff.
Those dynamos are constant current devices so if the cable resistance is a bit high they just produce more volts - the speed for full brightness is then a bit higher but you'll never notice.