What type of cable do I use to connect to the power pins on RF equipment?
The ones with turned ridges are simple solder terminals - quite often screwing directly into the housing for a ground connection.

The plain ones (especially if they appear to be a wire potted in glass with a hex head surrounding them) are quite likely to be feedthrough capacitors, used for power or control signals.

Normally you would solder 22 gauge +/- stranded wire (or heavier if high current) onto them.  It goes best if you pre-tin both the terminal and the wire, especially for the ground terminals screwed into the housing which may take quite a bit of heat.  

We used to use individual pin contacts from 2mm molex connectors in heatshrink on feedthroughs in the lab, but always directly soldered wires on shipping builds.