You can make the connection anyway you want to and adjust as your diagram progresses to its completion using the "Connector Tool" from the Standard Toolbar. Once the connection is made, you should be able to extend, bend at 90 degree angles, and curve the bends to illustrate the direction of the cable.

If you are new to Visio, it will only be a matter of time to learn as you go along. I am retired now but I used up to Version 2010 (and only have Version 2003 on my home computer) but, Visio has not changed the basics (which cable connection is).