In this arrangement with 2 switches in one box, the bottom terminals are connected to pigtails spliced to the source. The top switch terminals connect to the black wires running to the light fixtures. The source neutral and ground wires are spliced to run to each light box.
Run the cable through the clamp and tighten it down. Splice the cable wires to the fan wires using a pigtail splice and a wire nut. Connect the ground to the grounding terminal in the connection box and the ground wire from the fan, if there is one.
In this diagram, a light switch and receptacle are wired in the same box. Both devices are spliced to the same hot source and the neutral to the neutral on the receptacle, and through to the light fixture located in a separate box.
The black cable wire is connected to the top terminal on the switch and spliced to the black and blue wires at the fan at the other end. The neutral source and ground are spliced through to the white and ground connections at the fan.