Your computer parts will come with all cables needed to connect everying internally together (so inside the box) outside the computer it comes with nothing so you wil need cable for internet (some vendors label this correctly as cat5 or cat6 but most will just say "etherent" or "lan" cable on box).
EDITED: correciton, your PSU will come with a power cable, but the PC parts wont come with any other "external" cable
As far as video that completley varies form monitor to monitor, higher end ones will come wiht a cable of all types, but most ONLY come wiht a VGA cable.
You can lookup your specific monitor to find out.