This is honestly not something I would pursue during the season because you can simply leave the correct spacing in your design for the wires to pass through. This is going to increase your rebuild time dramatically and is not going to serve much of a purpose.(like modeling threads which is sort of pointless) If you do this, make sure to use lightweight mode and even better, speedpak the assembly the wires are contained in. Do not do this at the top level assembly or you will have a really bad time!
But to answer your question and give you the means to actually do it, this video (start it at about 12:40) below is one of the more proper and easier ways to create your wires without using SOLIDWORKS Electrical 3D or any automated routing features. This will give you the most control and the most accurate routing available to your student level of SOLIDWORKS. This entire 3D sketching video is really well done if you want to learn about additional techniques such as welded frames.
https://www.youtube.com/watch?v=lHxMuE3vWlE