If you want to (or have to) connect the sub at speaker-level, rather than by means of the line-level option Akg described, under most circumstances it would be best to connect the main speakers directly to the amplifier, using good quality heavy gauge speaker cable. That would apply regardless of whether you are biwiring or not. You would then connect the sub to the main amplifier via cabling that could be narrow in gauge and of lesser quality, since active subs draw essentially negligible amounts of current, and since any effects that cable may have on mid and high frequencies won't matter.
If you want to consider connecting at line-level, via RCA connections, there are issues that can sometimes arise involving impedances and cable lengths, especially if the output impedance of the preamp is high and the length of any of the cables that are involved is particularly long. If you want to consider that approach, let us know the make and model of the preamp, the power amp, and the sub, as well as the lengths of the cables that would be connecting the preamp to the power amp, and the preamp to the sub. (I'm assuming you are using a separate preamp and power amp; if you are using an integrated amp let us know its make and model instead, of course).
Regarding the effects of biwiring in itself, opinions and reported experiences are divided. Based on the threads I've seen on the subject, IMO all that can be said is that it may or may not make a difference, and if it makes a difference it may or may not be for the better :-)
Regards,
-- Al