An amplifier may have a dedicated subwoofer output; home theater systems often include this option. Look on the back of the amplifier for a plug labeled Sub Out or LFE Out, and use an RCA cable to connect this output to the subwoofer's input.
If the amplifier only includes speaker outputs, it is still possible to hook up a subwoofer. Use speaker wire to connect the amplifier's left and right speaker outputs to the left and right inputs on the subwoofer, then use more speaker wire to connect the subwoofer's outputs to the left and right speakers' inputs.
To test the system, use a CD or DVD that has a lot of bass content. Set the amplifier's volume to minimum and the phase control to zero, then press play. Adjust the levels and balance until you reach the desired mix between the speakers and the subwoofer.
The subwoofer may sound different depending on its location in the room because of the way bass frequencies travel. In a large room, extra subwoofers reduce resonances and provide a more even listening experience. Experiment with different speaker placements; subwoofers may work best in the corner of the room, or centered against the wall.