Sub-woofers can have connections to other speakers. Why would you use them? Those same speakers can be plugged directly into amps, receivers and AVRs. Why would you plug your speakers into your woofer?
I was under the impression in some budget sound systems they built the amp into the same box as the subwoofer. I mean, I can’t think of any other reason to run speakers out of it. Maybe @Ezekiel, our resident home cinemaphile can enlighten us.