The problem is not the cable, but the sensor ..... if that meter was including a reading head, it was a deal, but without it, you need to buy a compatible head somewhere, and usually they are around others 100 or 150 $, if found used ..... also, for used ones, you need to check the reading surface very careuly .....
As example:
this one looks good, at first sight (2501 is a 10W head, with a 1mW resolution), but seeing the reading surface, you can see that is not just "used" as stated, but also a bit "abused"

..... and sold as "untested" ..... (am i the only one that feel it smelling fishy ?

)
other units like
this one, are usually only helpful for high powers (like 100 or 150W), but not sensitive enough for read milliwatts (360401, as example, as far as i remember is a 50W calorimeter that don't read under 150mW, and the one in the auction also have ruined reading surface) ..... and if they don't show you the reading surface, is also more suspects .....
As you see, sometimes the reading head cost more than the instrument .....