The snake word is "accurately".
I'm happy with an accuracy of around 5%, and that is why I did not buy the DER EE 5000. If you buy it though, you're likely to get much better accuracy even if you only use simple wires with banana plugs. If you do this, then do use short wires. Something like 10cm is preferably to half a meter!
For the "high end" meters the test jigs to connect your device under test to the meter itself can easily cost EUR 500 or even more, and that is just for some passive mechanical stuff.
In the link Shock posted there are some good ideas for diy-ing test jigs. I think that Dave also made some EEVBlog video's about test jigs and their properties.
It also has a link to Tindie for a PCB that fits into the slots of another LCR meter, and those PCB's only cost a few EUR. The design is also on github if you have to modify it to fit in the DER EE 5000.
https://github.com/voltlog/kelvin-leadsThe other parts such as wires, kelvin clips or SMT tweezers are easily sourced standard parts.