These cable assemblies are typically used to deliver +5V and +12V DC to various components in the computer such as optical drives, hard drives, and fans. Molex (see Molex Connector) is the company that developed the typical connector found on the ends of these assemblies. Some people refer to the cable assembly itself as "Molex cables" but this is technically a misnomer.
You can easily find adapters (pictured above) for connecting 3-pin (Molex KK-type) fans to these 4-pin connectors at your local computer store, or online. While I have not seen converters to connect DC power jacks, you can easily modify one by soldering your own power jack to it.
You can find the pinout easily online:
With this information you can cut the appropriate wires and solder them to a DC power jack using the correct polarity. Be sure to use your meter to verify polarity if you're not sure.
More about DC Power Jacks: Electrical part question