An optical cable carries signals sent as pulses of light rather than electricity. Unlike electrical signals, which degrade as they interact with the copper conductors in the wire, optical signals do not. It is this innate fidelity of fibre-optics that makes an optical cable such a good choice for high bandwidth applications.
Connecting the cable is not really any different than any other audio cable. Whichever cable you use, just make sure the connectors match.