How much did you get that sub for? I've used Yamaha's subs before and I didn't find them to be that great, but if you got a great price then maybe it is OK.
You will use a single RCA cable from the receiver's subwoofer preamp output to the sub. The speakers are connected directly to the receiver and then you will set the crossover point in the receiver to direct the bass to the right place - the sub. In the receiver you will need to set it to sub=yes and set the speakers to small.