Hope the reply is not too late to reach you. Anyway... Since you mentioned that you bought an OEM drive, it is very normal that it wouldn't contain any cable. Here is a link for you which, I think, talks about OEM parts in a super detailed way. http://compreviews.about.com/od/general/a/OEM.htm
- I hope by now you might already have a motherboard. So far, all the motherboards I've seen all come with sata cables.
-I think you only need sata cable and sata power cable for your drives. Usually sata power cables come with whatever the power supply you will purchase. Therefore, if I'm not wrong on this, then the things are, usually motherboards will contain sata cables; and power supplies will contain power cables to run your OEM drives.
-I'm not really sure on what exactly screws you are trying to ask. You mean screws to mount your motherboard on the case, or screws to mount your drives. Usually if you purchase a computer case, the case will provide you enough screws. If you meant to mount your drives, it still depends on you computer case. Some of the popular cases now are all screwless.
Hope this will help and good luck