which direction do this cable go?

If the cable has a arrow, that arrow is usually included only for convenience. (Arrow points from source to loudspeaker). It's merely a suggestion in all but THE most esoteric designs. Generally once a cable is broken-in in one direction, it needs to be broken-in again if you try to use in the other direction. So I'd say just pick an orientation and stick with it going forward.

I'm sure some nay-sayers will chime in telling us the futility of believing cables are directional once broken-in (or in fact they need burn-in at all). Use your ears.

On my D60's the black band is shorter at one end--That goes to the transport / source.

Plug the cable in one way and then reverse it and the way that allows the highest image height on the same recording will be correct....

I found that my D60 sounded more forward in one direction and more laid-back in the other. The maker, incidentally does not believe directionality exists, so you are on your own. My slight preference was for the direction that had a more forward sound. But the difference is slight.