In your case, you would probably be better off to call the cable company, and let their experienced installation people do it for you. If you want to run this in yourself, and if your inside walls are paneled in a fashion where there is a space between the wall and concrete, you can run possibly the cable between, depending on how the joists are put in. In new construction the cabling is generally put in before the panels go on.
The way that it is done most of the time, is that the cable is run along the baseboard, and or through the ceiling, and comes down behind a wall panel out to an F51 connector plate. How it can go in is very dependent on the access for it to be run. If the cable feed is to be passed down on the outside of the wall to the floor level, you can also get small conduit for cable and telephone wires. These can mostly be purchased at most hardware and electronics parts supply stores. The hardware stores will mostly have the conduit for electrical wiring, but they are about the same anyways.
I would not suggest drilling through the concrete if the hole is going to be less than about 2 feet above the outside ground. If a hole is made, it should be made exactly the correct size for the cable, so there is no chance for any insects or outside air to come in. It is possible to stuff the hole with a non acid RTV or the equivalent insulation before passing the cable. You can also put some extra RTV around the outside of the entry of the cable. The remaining RTV should help to insulate the hole.