You can't lube the cables from the shifter lever. If you want to lube them you need to unbolt the cables from the derailleurs and brakes and then remove the cables from the housings. If you aren't having shifting issues, don't bother because when you re-attach the cables, you will have to re-adjust your brakes and derailleurs.
You also need to be careful which lube you use. Some lubes can cause the lining inside the housing to expand which will actually increase the friction.