That receiver expects to see a powered subwoofer, or one with a built in amplifier. It would have an RCA jack as an input, just like the kjack on your receiver.
Unfortunately. that Coby subwoofer does not have a built-in amplifier, It was probably part of an amll-in-one box unit that had all it's electronics in the same unit as the DVD player. It won't work with your new receiver.
It's not worth trying to jury-rig an amp for the subwoofer you currently have but workable subwoofers can be had for around $100 or so. Check out Polk Subwoofers on Amazon, and there are others as well. This is just the first one that comes to mind.