The black material sheathing the blue and yellow wires is commonly called wire loom. It serves to organize the wires and protect them from damage.
There are three main types that I am familiar with:
- The "soft" variety that you are showing. It is a long tube. You feed the wires in from one of the ends. You can get both solid loom and woven loom (kind of like the finger trap toys that kids like).
- A "hard" corrogated variety that is more rigid and is often split down the length to allow it to open and slide over the wires. It is often called "split loom." With the rigid loom you can get a whole collection of fittings for joints and wire exits, much like electrical conduit.
- Then there is a "spiral cut" variety that wraps around the wires. It allows wires to enter/exit at any point along the harness between the slit of the spiral.
Both types of wire loom come in a variety of sizes and materials. Size will be a big consideration both for the bulk of the installation and the number of wires that you can get in it. You don't want to pack the wires in too tight, both for ease of assembly and to prevent overheating and chafing.
I found a decent selection on the Wiring Product website.