hawee, do you mean the output of your cable box like Lizard suggested of the coax cable coming from outside into your cable box? If it's the latter, there's no way to connect it to the projector, as it's the multiplexed feed from your cable provider (NTL / Telewest ?).
You'll still need the cable box to "tune" to the channel you want to watch and then feed the tuned picture to the projector. If your cable box has component out, great. But I think some of them only provide composite video (which is what Lizard was referring to), s-video (better than composite) and possibly RGB over scart.
What cable box do you have and what projector do you have? With that info, someone will be able to suggest the best way of connecting it all up