Your car radio antenna is connected via a 2-pin cable with a male and female end. The cables are insulated to minimise interference, which is essential for good reception.
The antenna cable is also known as a coax cable. This actually refers to the type of connector used. A coax connector is round with a pin in the centre on one side and a hole on the other. This is a secure connection, but the pin can break if the cable is pulled loose.
A screw-on connection is an alternative to avoid this. This allows you to screw the cable in place, preventing it from easily coming loose.