<< CDX-FM677 >>
From this model number, it looks like the unit plays through an FM frequency on your head unit. Given that you already have a Pioneer head unit, you might want to see if the head unit has CD changer controls built-in. If so, you might want to get a CD changer that connects via a special cable to the head unit as the sound will be much better as opposed to one using an FM frequency to play through your radio.
To answer your other questions:
1) Connection to the CD changer: You will need to connect a cable between the changer and your head unit so that you can control the operation of the changer. Also, you will need to connect some form of audio cables between the two - these should be RCA cables. Plus, you'll need to mount your CD changer in a manner that it doesn't slide around your trunk or underneath your seat.
2) Connection of a sub-woofer: It'll be tough to connect a subwoofer to your head unit. More than likely, you'll need a separate dedicated amp for this purpose. If that is the case, then you'll need to purchase an installation kit for amplifiers. These kits feature heavy guage wire (4 ga. or 8 ga.) for connecting directly to your battery and making a ground connection. Additionally, you'll need 18' RCA cables for connecting your head unit to your amp. Or, you'll have to utilize connections between your current speaker outputs and the input on the sub.
I'm sure from my descriptions I've just touched on the very tip of the iceberg. However, my purpose was to identify the complexity, or some of the tasks associated with an installation of your nature. You might want to check with some local stereo shops to see what they have to offer. You sound like a bit of a novice and installing the components that you desire might be a little complex for your first installation.