Outdoor cable

I am in UK and have an outdoor camera. It is supplied with two cables. One connects yo the camera andcan be plugged into a socket. The heavier cable can be connected to the camera cable. I take that the heavier cable has some form of shut down protection should the cable get wet. As the other cable has a wallwart that probably only supplies 5V do I need the heavy cable if the other cable will pass through a wall and be plugged into a dry indoor socket; socket to camera is two feet as socket us just the other side of the wall to the camera.Any advice please?