An umbilical cable, copper conductors and fiber optics inside steel wire sheath. The weight of the thing makes it impossible to attach it directly to the ROV - It would be unmaneuverable - so instead they bring it down to a TMS (Tether Management System) - basically a cage where the steel umbilical terminates and a spool of lightweight tether cable, 100m or so, which the crew then pays out to give the ROV the capability to snoop around at depth.
https://en.wikipedia.org/wiki/Remotely_operated_underwater_v...
Is a great starting spot, read it and then branch out following the sources links.
As an aside, one of the first field jobs I attended after graduating was commissioning some equipment fitted onto the R/V Knorr, the very ship which was used for finding the Titanic.
For a Titanic buff, that was a great experience - doubly so when the project manager at the Woods Hole end found out that I had more than a passing interest in the wreck, and during lunch one day suggested we go see if we could find Bob, as he believed him to be on the premises.
Bob, of course, turned out to be Robert Ballard, who turned out to be an incredibly gentle and patient guy who answered each and every question I had like it was the first time he had it posed to him, despite probably having had them thousands of times before...