No, the Scout does not come with cables.
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I bought the shielded VDH but regular may work in some cases. If you have grounding problems just run a separate ground wire using single core Radio Shack wire, 20 or 22 gauge should work. One end to the post on the VPI junction box, the other to the preamp or phono stage. The cables you are thinking of have a DIN connector on one end and the ground wire on the other, with the VPI just use a plain wire as described above.