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Even though Thunderbolt 3 uses the USB Type-C connector, you will still need to make sure you purchase Thunderbolt 3 cables like the Plugable Thunderbolt 3 20Gbps USB-C Cable (1m) which supports the 20 Gb/s bandwidth over 1 meter (click here for pricing on Amazon).  This can be used for Thunderbolt 3 Windows PC's as well as the new Thunderbolt 3 enabled MacBook Pro (Late 2016).

If you need to go with a faster 40 Gb/s bandwidth, you'll need to use the Plugable Thunderbolt 3 40Gbps USB-C Cable (.5m) instead.