If its a new REL it will come with the high level cable. If it’s a used unit previous owner should included it along with REL setup guide which you should read.
Was thinking exactly this! Some might even have crossover externally if maker is that fussy about it. So to me it is all because of laziness and connivence. I can’t possibly imagine that extra little cable run between crossover and binding posts can cost anything at all.
@edo, pretty sure REL S/3 will arrive perfect. It is well packed. I was so eager, I built my own cable before my REL arrived. It uses spade plugs. Now completely forgotten while I enjoy the music and more conscious about crossover freq, level and positioning. 
You don’t need to use anything as thick as 2.5mm for the sub. It’ll make them much harder (maybe impossible) to squeeze into the plug along with the 4mm NACA5. Any old cheap bellwire will work just as well. I used Chord Sarsen, which is really thin and easy to work with. Probably unnecessarily expensive but my dealer had some to hand, so I just bought it anyway.
The ground wire is still used. The red and yellow wires are joined. On each speaker, sub cable ground goes to speaker ground, and yellow/red goes to speaker hot.
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@edo please read the Manual. REL actually know more about how to setup their woofers than the vast majority of jokers here 
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RTFM, good advice! I have seen a doc that dealer has. It talks about specifics such as what to do with class-d amp, older naim amps, etc and don’t hesitate to reach out to REL folks too. They are responsive and nice from my experience*. 
*Now that I have said it, you are going to prove me wrong. 
Good point. Maybe I’ll just cut up the cable it comes with. It should fit into my plugs and save me a few dollars.
You really don’t need NACA5 for a REL sub. I wouldn’t want to fight that stiff coat hanger wire. The high level cable that comes with it is more than suitable. If you really want something fancy and expensive then you can get the REL Bassline Blue.
My dealer made up my pair of high level cables using the cheaper in-wall speaker cable they have for custom installations.
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My main cable is the NACA5. For the sub I was going to use the Mogami so as not to butcher the one it comes with but with more thought I think Chris is right. I can always redo it later. Especially if I get on with the thing and want to add a second sub - which I gather is more of a good thing.
I’m sure the REL supplied cable would be fine, it’s just that you’ll need to split the outer sheath open for much of its length to run it to the two speakers.
There are only 3 wires in the supplied cable I think. You need to make up your own cable using a speakon plug if you were to make 2 runs one for each speaker. Speakon plug has 4 terminals.
You just run two cables to one speaker, and one cable to the other. As in the REL instructions, except that they assume you will connect at the amp end, not the speaker end.
I’m just starting with one sub.
Right. Thank You!
Simple then. 
Here’s rel supplied cable. @JosquinDesPrez already provided some good tip about which wire is hot.
Thanks!
Here is the REL connection doc that some dealers have. The doc is dated 2016. So anyone with newer better info, please share. Thank you. 
You’ll notice that REL make no mention of the need to connect at the speaker end instead of the amp end due to their effect on the particular inductance and capacitance requirements of the speaker cables.
Whilst it may be best practice to connect at the speaker end, and forum wisdom certainly says this, my dealer insists that it’s unnecessary. He’s a long standing Naim and Rel dealer, and he always connects Rel subs to the power amp, not the speakers, when using a high level connection.
REL doesn’t do itself any favor not spelling this out clearly so different opinions and experiences can be found on the big wide internet. Reach out to REL to be sure if you need to. I have one system at amp end and another at speaker end. Both are working fine thank God.
Yeah, just open the sheath on the supplied cable. I did that for years when I had just one sub, so I could split yellow and red to left/right speakers. So what if you butcher it. I don’t think it’s all that expensive to replace if you want to.