Pocket wizards, at least the multi-maxes, come with a miniphone - to - pc sync cord in the box that you can use to connect to the SB-800 flash's built in pc-sync port. You probably need to be in SU-4 mode to get it to trigger on the pc-sync port -- I have not tried that in other modes.
Yes, the multi-Max comes with a mini-phone to PC (male) cord (6").
How did you want to connect the pocketwizards? As a receiver, I presume. The cord fromt the pocketwizard goes into the PC (female) sync located at the side of the flash.
Similarly, as a tranmitter it can be connected to the same PC sync on the flash as well.
The flash does not have to be in SU-4 mode to trigger. Usually, I set it in manual power output. That is usually the only mode it can work when mixing with Pocketwizards.
