The subwoofer receives the signal from the car radio so it is independent of the other speakers. It would be an advantage if your car radio has an output for a subwoofer, e.g. via cinch.
You can find the operating instructions online where this is described.
The Bass Pro Nano also has a Hi-Z input. This means you can also tap the signal from the lines of the other speakers. (With slightly poorer quality than if you go directly via the radio, but as I wanted to keep my VW radio, the Hi-Z solution works for me without any problems).