Although Final Cut Pro 1.0 included a FireWire cable, Final Cut Pro 1.2.5 does not include a cable because some Power Macintosh G4 and iMac DV computers already ship with a FireWire cable.
The side of the Final Cut Pro 1.2 box specifically lists what the package includes and the FireWire cable is not listed. Unfortunately, the Final Cut Pro User's Guide mentions an included FireWire cable. This will be fixed in future versions of the documentation.
You may have bought a Macintosh model that does not include a FireWire cable and don't know where to get one. FireWire cables can be purchased at computer resellers, video equipment stores, and electronics stores. The cable can also be purchased through the Apple Store.