connect sub woofer from preamp out on integrated?

A newbiew question. I would like to enhance bass to my 2 channel system by adding a sub woofer via Preamp out from my integrated. Is there any problem with that?
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Thank you Bob. I have a Classe CAP 101 integrated amp with preamp out and an Epos sub woofer. I also have a pair of Gallo micro Ti speakers that don't do the low frequencies. Wanted to make sure I can't damage any components by feeding sub from preamp out. In the past I have connected the sub to a home theatre receiver that has a dedicated sub woofer single cable output. The Classe has a 2 channel preamp output, of course---is only one cable required to drive the mono sub or should I connect both preamp outputs to sub? Much obliged for assistance.
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yes, I am running the Gallo speakers full range....plse explain what bass management means.....thx.....