Proper setup varies with the gear. All the scenarios listed below allows volume control from your pre/integrated amp.
Virtually all A/V receivers and some stereo preamps/integrated amps have a subwoofer output (low level, RCA connection) of some sort (often called LFE = Low Frequency Effects). Most of those are set to a given crossover frequency (80 Hz is very popular and the THX movie standard) so that the sub only gets the below 80 Hz signals and the mains (what the Brits call your main speakers) get the rest. This scenario relieves the mains of bass output which is many cases allow their midrange to "open up" (sound better) and gain headroom (play louder before distortion).
The next option is where stereo preamps have two sets outputs or integrates that have a separate low level (RCA) outputs that the subwoofer can be connected to. No crossover here, so you dial in the subwoofer high frequency filter to blend with the mains. Don't get confused by trying to use "tape outputs" where the output is fixed at full volume.
If your pre/integrated or A/V receiver lacks either of these options, look for a subwoofer that has high power (speaker connections) input and a high power (again speaker connections) output to the mains (quite popular) and run the amp to the subwoofer. Some purists cringe at this option and would prefer to connect two pair of speaker cables to the amp, one to the subwoofer and the other to the main. But this can cause low impedance loading on the amp that can stress/overload it.
With some powered/active speakers a subwoofer output is provided on the mains, so you only need a pre-amp (and a 2nd interconnect cable) and the signal is routed from pre to mains to subwoofer. Alternately many professional subwoofers have low power (RCA/XLR) outputs to the typical powered/active mains so the signal is routed from pre to subwoofer to mains.
The 80 Hz crossover is a good/workable starting point for most systems. Bass frequencies travel in waves, not rays and so cannot be located by ear. Tiny mains may require crossovers much higher but that can get into midrange frequencies and you could hear sound coming from the subwoofer and the mains (smearing the imaging). Achieving a proper blending of subwoofer(s) to the mains (frequency and proper location) has filled many threads at AC and beyond.
Regarding switching the subwoofer on and off:
Every A/V receiver is different, but there should be a menu option for running without the sub. On a stereo pre-amp with a subwoofer output you many just need to unplug it. Some subwoofers might allow you to pass a signal through while it's turned off. I'm sure you could find a switch box of some sort where both subwoofer and mains connect to the amp via speaker cables. Of course you could just turn the sub off.
Confused yet?
