Deano, wiring harnesses can be made from heaps of different things - wire from multi-strand electrical cable, micro solder, fishing line, lead thread used in fly tying, heaps of different sources.
There's also quite a number of companies that male correctly "scaled" insulated wires in different colors for spark plug leads and the like.
Also, electronics supply stores that sell electronic components often have heaps of different thicknesses of colored wire (insulated or not) to chose from.
As far as knowing where stuff is supposed to go, the best thing is to have a look at the real item - if it's a 1967 Corvette for example, and you don't know where one is, try asking a member of your local Corvette owners club (they're out there, believe me - look in the yellow pages under clubs) for assistance - they're often thrilled at seeing a miniature of a car that they own, and are often very helpful. Give it a try.
Cheers, Tree