"Is this something to do with passive and active subs?" - Bingo.
This is a passive sub. That means it needs an amplifier for it to work from a real receiver's "LFE" or "Sub Out" jacks.
Sumptin' tells me that other speakers in the system hooked up to this sub, right? If so, that's how you're gonna have to hook it up here.
But anyhow, here's some random thoughts on the subject...
Either that, or simply get an inexpensive powered sub. It may not be great shakes (get it? great shakes?
) but it wll be better than that sub.
But, be aware that some systems like that use the sub to severely limit the frequencies going to the other speakers so while the other speakers might work, there's no guarantee how good they will sound or for how long they will survive.