The cable should be hooked up to the Subwoofer1 Pre Out on the receiver (if you only have 1 subwoofer), and the other end to the LFE input on the subwoofer.
Did you rerun the automatic setup in the receiver? If not, then very likely, it is not outputting anything to a subwoofer at all if you did not have one hooked up previously. See the manual for your receiver for this.
You also need the level control on the subwoofer not turned all the way down. Does the power light come on on the subwoofer?