*You should in general not lubricate new cables, as oil or grease only attracts a lot of dirt which makes more friction in the long run. Modern cable housings have inner liner for low friction, which do great. You may want to put a little grease or montage paste on the end of the cable housing to protect from water intrusion IF bike is often left unprotected from rain or if you have old or cheap cables/cable housings which rust easily. There is never one method for everyone and everything, as bikes get used in a lot of different situations.
You should always lubricate brand new cables when your putting them into the housing whether the housing is old or new.
Why, they are already lubed
*You should in general not lubricate new cables, as oil or grease only attracts a lot of dirt which makes more friction in the long run. Modern cable housings have inner liner for low friction, which do great. You may want to put a little grease or montage paste on the end of the cable housing to protect from water intrusion IF bike is often left unprotected from rain or if you have old or cheap cables/cable housings which rust easily. There is never one method for everyone and everything, as bikes get used in a lot of different situations.