Yes, the wires from the speaker terminals on the amp go to the subwoofer.
If the amp is a single channel (mono), and the sub is a single voice coil (one set of terminals, one postive, one negative), just hook negative to negative and positive to positive and you're set.
If the amp is a 2 channel, and the sub is a single voice coil, you probably want to bridge the amp, making one channel out of two. Be sure the amp is capable off this before doing so, though. The speaker terminals of the amp should have some indicator of which terminals (one positive from one side, one negative from the other side) you would hook up the sub wires to.
If you're wiring up a dual voice coil sub (two sets of terminals, two positive, two negative), you'll need to look in the owners manual for wiring configurations and what ohm load they put on the amp.
If you have a two channel amp and a dual voice coil sub, you can just hook up two sets of wires (from one amp channel to one coil on the sub).