The StarTech one I have did come with a cable, basically it's a short length of ribbon cable with a PATA (2.5" IDE drive connector) on one end with a normal IDE connector on the other and molex power connector
Like the simple adaptor I linked to but with a length of ribbon cable between the two ends.
The big advantage of thoes quick ports is that it sits on your desk, works via USB, so you don't need to go digging around inside your pc to plug stuff in and it's al hot swappable so no need to turn you pc off to switch drives.
Google image search
Type with cable
Type without cable (note you still plug in a normal ide ribbon cable into the adaptor to plug the drive in)