I am new to this task.  I need to make connector cable like this (left image) in SW (does not have to be exact). then add it to my assembly (pic on the right).  I need to show connection from A to B).  Is there any simple way to accomplish this task without using flex tool? 

I have tried using the swept but having problem with the flex tool.  I use extrude but still didn't work.  I tried 3D sketch but don't know what to do from there.  Now I am back to square one.

Please help.  Thanks