PSU custom cables (not extensions)

[Legend]

Extensions are straightforward of course, but if I wanted to replace my PSU cables (or some of them anyway) with custom ones rather than use extensions, how do I ensure they work? I know Cablemod sell them, as a separate option on their configurator, but I have been looking at the E22 pre-sleeved Teleios Extension Wire, so I would just buy the quantity I require and hook up to the required connectors. This would appear to be a very cost effective way of doing it, and extremely customisable. Do these ONLY work as extensions though? Would it not be possible to use one of these to connect straight in to your PSU... in my case an EVGA G2 850W?

 

[Legend]

Yes I'm aware they are different... I was wondering how possible it was to actually make up yourself though, if you have the individual cables that you will sleeve... presumably you could just 'copy' your existing cables?

 

[Legend]

Is there a guide for this somewhere? I have the pin-out for my PSU, but I just don't get it. It's all multi-colours, voltages etc. yet you use the same wire and the same terminal, so I'm stumped as to the relevance of a pin out diagram? I know some terminals require 2 wires on them (which the diagram indicates) but beyond that I just don't understand what I'm looking at!