Yes, you need the cable. If you want the cord to be detachable, you'll have to buy two USB A/B wires (one about 6 inches, the other however many feet you need/want) and a USB A/B jack. LL has them both at pretty good prices, so if you would like that, the option's there.
Of course if you prefer the cord the way it is, then you can just buy a single USB A/B wire, however many feet you want.
If it were up to me, I would buy a USB cable that have the leads sticking out. I personally find the USB cable/jack connection a little risky/flimsy, so I would just solder wires to certain points on the Cthulu PCB that act as the VCC, ground, D+ and D- line. Would need a soldering iron though.
CHOICE IS YOURS.