home-made pwm's?

Is there a way to make pwm cables so that we don’t have to buy them? If so, is it legal? and where can we get the connectors?

It’s legal.

I get my supplies (connectors, pins, and wire) from Hansen Hobbies. They sell crimpers too.

Same here, we mostly use stuff from Hansen. You can get similar Molex connectors from Digi-key as well, but you have to be a bit more careful about the housings, especially on the male end (I’ve had to shave some of the molex connectors to get them to go into the Victors).

The other advantage is you can make custom length pwms and nice spiral-wrapped wiring harnesses.