You could set up your video displays as an extended desktop. Just set your cabinet's display as the primary and your desktop PC display as your secondary since MAME defaults to the primary display when you are in extended display mode. I don't know how or if you can change MAME to default to the secondary screen. Maybe somebody else knows.
OR, you could just use a cloned desktop mode and display the game simultaneously on both screens.
Just move your Windows toolbar and icons to your secondary display for desktop usage, and keep cabinet/game/etc related icons on the primary.
For cables, just use some extension cables for PS/2, USB, VGA, audio, etc.
Hope that helps.