Yes, you can just strip the end of some coax to correct length for your frequency and stick that in a can. All the basic whip antennas on routers are just that in a plastic shell. As far as what kind and the related price of materials you use, doesn't really matter if it works. If you live somewhere super noisy you might need to go all out and do everything "the correct way". Anything rf these days has a lot of protections built in so it takes a lot to outright fry most Rx/tx hardware.

Try aliexpress, it's usually a lot cheaper for electronics parts.

You can probably buy a whole directional antenna on there cheaper than the cost of building one tbh.

Just in case, for starters, this type of connector's internal pin receptacles are normally plated in gold to ensure maximum conductivity and to prevent oxidation. There's also likely brass, nickel, and teflon even, I believe.
And... this is a whole lot of ~6 GHz frequencies! Add to it a quite uncommon shape of a connector, it requires a dear complex manufacturing, too.