On bikes with mechanical shifting, cables run from the shifters to the derailleurs. Cable housing protects the cable and provides a path for it that doesn't compress from the applied tension. End caps hold the cable housing in place and allows the bare cable to pass through. They go into cable stops on the frame and holds them in a fixed place.
Routing
Classic bikes have externally routed cables. Road bikes typically have a cable stop near the head tube, then bare cables route under the bottom bracket. The front derailleur runs bare to the derailleur. The rear derailleur has another cable stop on the chainstay and uses cable housing from there to the derailleur.
Modern bikes often have internal routing. It can be more complicated to figure out how a frame is supposed to be routed. Some have full cable housing running from the shifter to the derailleur. Some will run bare cables inside, and may still route them under the bottom bracket, and back inside the chainstay.
End caps
There are many different kinds of end caps.
https://jagwire.com/guides/end-caps