This tutorial explains how to create thick wires 10+ pixels in diameter. This is the only kind of wires where you can use Bevel and Emboss layer effect. This effect won't to work well on thin wires nor on very big wires.
Create a new layer. Set R: 155; G: 65; B: 14; HEX: 9B410E; as foreground color. Select the Paintbrush tool and a hard brush 13 pixels in size. Draw a random shaped wire.
Apply Bevel and Emboss layer effect (Layer > Effects > Bevel and Emboss) to the layer. Set all the values as shown in the picture.
Load selection from the wire layer. In the main menu select Select > Feather. Set Radius value to 2 and click OK.
Intersect the active selection with the selection from the layer with the wire. A warning dialog will display saying that the selection edges will be invisible.
Create a new layer. Group it with the wire layer. Fill the selection (which is not visible) witht black using the Paint Bucket tool.
Set black as foreground color. Select the Airbrush tool and a smooth brush 30+ in size. Set Pressure to 20-30%.
Create a new layer. Group it with the other wire layers. Set its Blending Mode to Soft Light. Paint some shades.
Create a new layer. Group it with the other wire layers. Set its Blending Mode to Color Dodge. Set foreground color to white and paint some hightlights.