CX-Programmer is fine - no comments. There is already a cable in the peripheral port - that is a programming cable. Chase it out - must go to a computer or hanging in the bottom of the board or something.
You will probably need a USB/RS232 cable as well - be careful - Omron PLCs can be cranky about those things. I usually find one with an FTDI chip works fine. Omron have one but it is expensive but has worked with absolutely everything I have thrown at mine.