If the wire is too thick to allow twisting the wires (L pos + L pos, R pos + R pos, etc) in the control's terminals, you'll need to combine them either at the first speaker or at the volume control- depending on where the speaker cables are routed. If the control is in a junction box, you probably won't have room for the splice unless the box is unusually large (it really should be in a box, in case of arcing due to lightning, excessive heat, a short to electrical wiring, etc).
Pay attention to where the volume control's terminals are supposed to go- if you switch the speaker and amplifier terminals and wires to the wrong pins, it's not going to work.
BTW, the comment about the amp being made for impedance-matching volume controls is wrong.
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