Short answer - it doesn't matter how thin or thick the cable is, you can connect whatever you want and everything will be fine.
But the camera draws some current (for example, 2 amps or more for 5D2), so if you are using an actual battery - 18650 cells or a power bank - then you may want to use thicker wires whenever possible. To minimize losses and have more efficient setup (longer battery life).
So it is good to use thick wires, but if you are powering everything from ac/dc adapter then there will be no real difference.
I say this because I used relatively thin wires with cheap case for 2x 18650, and I measured about 0.1v voltage loss, it is 200mW or more wasted. Not much, but anyway..
But the camera draws some current (for example, 2 amps or more for 5D2), so if you are using an actual battery - 18650 cells or a power bank - then you may want to use thicker wires whenever possible. To minimize losses and have more efficient setup (longer battery life).
So it is good to use thick wires, but if you are powering everything from ac/dc adapter then there will be no real difference.
I say this because I used relatively thin wires with cheap case for 2x 18650, and I measured about 0.1v voltage loss, it is 200mW or more wasted. Not much, but anyway..