Ok, for everyone here is how to do it (note I am not going in to detail, feel free to ask me if you have problems):
- Download the source from Github
- In C:/Program Files/Unreal Engine/4.3/Engine/Plugins/Runtime/CableComponent/Source/CableComponent grab CableComponent.cpp and .h and CableActor.cpp and .h import them into your project.
- Update them according to the errors that the compiler throws. (e.g. import your PCH header)