How do I connect a subwoofer?

If you buy a REL subwoofer then this connects to the speaker outputs of your power amp (it is very high impedance so it doesn't draw any power from your main speakers). This would fit perfectly in your system.
RELs are pretty good, but a bit expensive in the US ... a used Strata starts at about $800.

Any other sub manufacturer then follow James' advice above.

Most subs accept input from both stereo channels and combine the signal in a way to minimize cancellations. Most active subs will have a low pass filter and volume control which you need to adjust to your taste. Also, their input impedances are almost always high enough so as not to affect your CD player's output stage performance.

If you have a second pair of hot outputs on the CD player, just connect the sub there. If not, put a signal splitter (one male to two female) on the input sockets of your amp(using the male end of the splitter. Insert the IC from the CD player into one of the splitter's female sockets and insert the IC that goes to the sub into the other female splitter socket. Monster makes a compact splitter available from Audio Advisor.