Drill a hole through the siding and wall where you need to place the cable. The hole needs to be wide enough to handle both the cable passing through and a cable bushing.
Squeeze caulk along the insert portion of the cable bushing. Press the bushing into the hole you created with the drill.
Push the end of the cable (without the connector) through the cable bushing. Go inside the house and pull enough cable through to give yourself enough slack for a connection.
Seal the cable bushing from the outside with more caulk. The caulk will completely weatherproof the cabling from outside the house.
Slide another cable bushing over the cable inside the house until it is just against the wall. Squeeze some caulk onto the bushing insert before pushing it into the hole in the wall. Apply more caulk to the cable and bushing to complete the seal.