SATA cables are long, thin, 7-pin cables. One end plugs into a port on the motherboard, usually labeled SATA, and the other into the back of a storage device like a hard drive.
Serial ATA replaces Parallel ATA as the IDE standard of choice for connecting storage devices inside of a computer. SATA storage devices can transmit data to and from the rest of the computer over twice as fast as an otherwise similar PATA device.
Thunderbolt is a potential replacement for SATA.