Let's assume that you're asking about coaxial cables, which are cables that are used for cabled internet connections, cable TV signals, and the transmission of some sounds.

These types of cables are usually thin, long tubes made of a metallic center surrounded by an insulator, which is in turn surrounded by another metallic layer, and then finally wrapped in a plastic jacket on the outside. The insulating layer is usually plastic or air; the second metallic layer serves as a shield. These three inner layers are designed with specific materials and diameters to allow electromagnetic waves to transmit at the fastest rate possible while keeping loss at a minimum (such as loss due to interference of outside electromagnetic fields with the wave inside the cable; you can imagine the feedback noise on a microphone as a manifestation of such interference).

The outer-most jacket protects the cable from damages , such as those that can come from UV light, rodent damage, chemical reactions caused by rain and other substances, and so on. This defined structure of four layers for coaxial cables allows us to minimize the reflection of the electromagnetic wave back to the source while allowing us to twist and shape the cable moderately, to suit our needs, whereas other types of cables with less protecting/insulating layers such as the twin-lead types of cables cannot be shaped as conveniently.