The STP has a layering of foil around the twisted pair of wires to help prevent signal disruption. The more twists per inch, the higher the throughput. In each Cat5 cable, there are 4 sets of color coded twisted wires. The color coding of each of the wires helps when making your own cables. The paired wires are inserted and crimpped into jacks that look slightly larger then phone jacks.
Coaxial cable is a single wire running the length of the cable.
The terminator just dampens signal reflections when they reach the end of the wire, without them your coaxial network won't work. Another, rather uncommon, method is ThickNet coaxial networks. Terminators and a ground is required with ThickNet as well. Most Hubs still support coax, but the trend is getting away from it and heavily into the Cat5 area. Check the date on the client.dll file in one of the HL subdirectories and find if the two are different.