If you just want an external display, then you would use a Mini DisplayPort cable. That will have the connector that you need for your display on the other end. Could be DisplayPort, or DVI, VGA, or HDMI.
If you need to hook up other devices, like storage drives, or one of those multi-port docks, then you will need a thunderbolt cable.
The end that plugs in to your Mac is physically identical, both Mini DisplayPort, and Thunderbolt. The difference comes with what you want to connect. Mini DisplayPort will be video only. Thunderbolt will be for everything else.
Likely you will need to go to a shop that sells Apple accessories, if you want to find Thunderbolt cables locally.
And, you can get the thunderbolt cable when you buy a thunderbolt dock, such as the one that you posted from OWC.
Note that dock does NOT come with any cables, not even one thunderbolt cable. You have to purchase those separately.
OWC sells the cables, too.
http://eshop.macsales.com/shop/Thunderbolt/OWC/Thunderbolt-Cables/
Notice that you CAN purchase really long thunderbolt cables, but they are really expensive.
Fiber-optic cables are needed if you want more than 3 meters.