Actually, your situation is much more common than you think. Hopefully though, whoever built it for you has some experience with constructing to allow for passage of cables between the equipment. If not, you will most likely need to invest in a hole saw kit, at minimum, to provide openings to pass the cables through.

Yes, you are correct, you will want to use cables longer than necessary, as opposed to if you had rear access. They should be longer though than just pulling the equipment forward. Ideally, you want to be able to pull the equipment forward, rotate it 90 degrees and slide it back on the shelf. That way the equipment can be supported by the shelf while connections are made. On my own built-in system, I put the shelves on metal ball bearing slides (the type used used in electronic equipment racks) so that they pull out several inches beyond the front.

Don't forget you'll need to mount some power strips (surge protected) in there as well and provide access to an outlet for them to plug in to. You'll also need an access opening for bringing other cabling into it such as coax, CAT5e, speaker wiring, etc. If it has doors that block equipment, an IR repeater will also need to be installed for the remotes to work.