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FPGA vendors provide many ways to "configure" (i.e. download) their devices. One way is using a cable that connects from your PC to the FPGA board. The most popular cables connect to your PC's parallel or USB interface.
These cables are sometimes called "JTAG cables" (because they often connect to the JTAG pins of an FPGA).
The cable is an active device and needs power. It is usually powered from the target FPGA board.
The FPGA configuration interface from all the FPGA vendors are very much alike. That doesn't prevent each vendor to have their own proprietary connectors and cables.
A parallel cable connects to your PC's parallel (printer) port.
It buffers a few pins of the PC parallel interface, and connects to the target board using a flat cable or flying leads.
FPGA vendors sometimes provide the schematic of the cable, which is valuable since these cable are worth otherwise $100 or more!