There is a tutorial on how to make a tube by extruding a curve, But it is outdated. It was made for Blender 2.4X, and while I know that most of the features have stayed the same,I’m still having a bit of trouble.
So.
How do I extrude a curve into a cable?
Do you mean extruding a profile mesh (a circle in your case) along the path of a curve?
if it’s just a cable you want, you can just add a bezier curve, then over in the curve buttons, click off ‘back’ and ‘front’, and give it values for ‘depth’ and ‘resolution’. you can change the width by selecting one or all control points and using alt s.
There is a tut on using Bezier curves on Blender.org, but can’t get it to load at moment, so maybe you can use this as a substitute http://www.blenderguru.com/create-an-underground-subway-scene-part-1-of-2/
just a few simple settings.