In the majority of situations your surround sound receiver will have a connection, on the rear panel, labeled sub pre-out. You would need to run a single shielded coaxial cable (sometimes called an RCA cable) from this connection to your subwoofer. If your subwoofer has a connection labeled LFE this is the one your would use. The LFE connection eliminates any low pass filtering in the subwoofer and prevents any unwanted interaction between the filtering in the receiver and the subwoofer. If your subwoofer doesn't have an LFE connection you may make the receiver connection to either the right or left RCA connection and rotate the variable low pass filter to the highest setting. Here again this will eliminate any unwanted interaction between the receiver and the subwoofer.
If your receiver or integrated amplifier doesn't have any connection specifically labeled for a subwoofer then you may run a right and left speaker wire from the receiver's speaker level connections to the corresponding right and left speaker level inputs on the subwoofer. Adjust the variable low pass filter to the lowest frequency that your main speakers are capable of producing. If you're not sure what that is, try setting the subwoofer to 100Hz and judge how it blends with the main speakers. If it seems a little too bass heavy and thick then reduce the setting to 80Hz. On the other hand, if the sound seems to be slightly thin and lacking weight, try increasing the setting to 120Hz. By careful listening and a bit of patience you will be able to get the sound to seem balanced and well blended.