If you are using the sub in a home theatre then use the single sub output (or LFE output) from your reciever to your LFE input on your Depth.
You can also use the Y connector to split the sub cable to the L/R input on your sub for an increased signal to the sub. This worked well on a Klipsch sub I used to have. You can try the Y connector to see if you prefer it over the single input.
If you use the sub in a 2 channel only system then you can use the L/R preamp out from the preamp (or receiver in your case) to the L/R input on the sub then use the L/R out from the sub to the amplifier. You would then use the crossover (high/low pass filter) on the sub to set the freq cuttoffs to the speakers.
Your Depth manual should cover all but the Y connector.