How do I plug this cable into this hole?

[kemmler3D]

I fully agree! But, I would expand "correctly built" to include (a) properly sized, (b) accurately wired, (c) competently built, using (d) sufficiently quality components.

Examples:
(a) The AWG of the wire is undersized for the distance and/or electric current*
(b) Pins 1 & 2 on an XLR balanced cable are reversed; or pin 3 is either connected or not connected (contrary to what is required by the end device)
(c) Bad solder joints or crimps; stray wires
(d) Cheap plastic that starts to break after limited use or doesn't provide proper support; connectors that don't seat properly

If you read into some of the reviews for the cheap "China-built" cables, they will often fail on 1, 2, 3, or even all 4 of those criteria. So the simple statement of "you won't hear any difference" is generally true; but I would be careful assuming all cables on Amazon are correctly built.

I mention this because I almost purchased a similar type cable (4-pin XLR to 2x TRS), until I read the comments such as: https://www.amazon.com/gp/customer-reviews/R1HELT5CWZOYL3/ref=cm_cr_dp_d_rvw_ttl

* the old "Monster Cable" demonstration boxes at Big Box Stores that compared a long spool of AWG 18 against Monster Cable's AWG 12 (or something similar). Sound quality differences between those the two cables was quite noticeable, as physics says it should be.

Sure, "correctly built" is doing a lot of work in that sentence. Anybody can terminate a length of copper with some random connectors, but you want someone who knows which conductor is which and how to keep the cable from falling apart after being dis/connected 5 times.

Even so, you don't have to go far to find something that's actually correctly built. Realistically even Amazon or Monoprice are selling competent stuff, there is usually no need to go much upmarket than that, but at one step up, World's Best Cables seem pretty nicely built with quality components for not that much money.