The easiest way to make this cable is to obtain a standard Printer cable (DB25<>Centronics), cut off the Centronics end and solder a DB37 in it’s place!
As mentioned at the top of the diagram, the colours are just what I found in such a cable.
Note: ‘link’ means jumper the DB37 side, positions 26 and 7. Cable will not function correct if you forget that!