Depends if the active sub has high level inputs or not.
if it does not, then you need the LFE. if it DOES have high level inputs, you run the speaker cable from the amp to the sub, then the sub to the loudspeaker
if it does not, then you need the LFE. if it DOES have high level inputs, you run the speaker cable from the amp to the sub, then the sub to the loudspeaker