You can connect it, but it's messy as hell and will need a whopping great transformer or some other way to power the car sub amp (if you have one) or a commercial power amp capable of handling a 2-4 Ohm load. In the end, it's cheaper to go find a second-hand home cinema sub and that will also give better results.
If you're still set on the idea of trying to use the JBL sub then here's the hurdles you'll need to overcome....
Scenario A: You have the GTO sub amp
1) you need a high level to low level convertor to provide a way of splitting linking to the Sony Hi-Fi speaker outputs without messing up the impedance and blowing the Sony amp. Budget roughly a tenner with postage
2) you need a high current 240V to 12V transformer. The GTO amp is protected with a 15 amp fuse, so the PSU needs to deliver somewhere in the region of 15-20 amp continuously. That's not cheap (£40-£50+) and you'll need to find something with a fan too probably because its going to get warm. Be prepared too to spend a chunk in postage, because so much gear out there is cheaply made in the Far East and it'll buzz like hell, so you might go through two or three before realising that the cheaper ones are a crap waste of money.
3) Once you've got all your bits then you can hook up and start to mess about with the settings. The GTO amp has a crossover frequency control. This will help you blend the sub's upper roll off frequency to where the Sony (?) speakers are naturally tailing off. There's also an input level control so you can match sub volume with speaker volume.
What's missing is a phase control. If the sub is out of phase with the main speakers then the bass will sound out of time. There's nothing you can do to fix this other than move the speaker around the room until you hit lucky on a spot where it's not bad.
Scenario B: You don't have the GTO sub amp
1) you'll need a power amp. You'll be temped by the cheaply made Chinese DJ power amps (£75-£150) which promise huge Watts figures for very little money. They'll work but won't sound as loud as the spec sheet suggests. The amp will run at high distortion, especially when you turn up the wick for a demo. One day you'll be greeted by a "tink" sound, a flash of light and then you'll watch the magic smoke disappear. This is your amp burning out because it's driving a low Ohms load. It may take out the voice coil of the speaker with it. Your next journey will be to the waste tip.
2) once you have your amp then you'll need a way to get the signal to it. You need a high level to low level convertor to provide a way of splitting linking to the Sony Hi-Fi speaker outputs without messing up the impedance and blowing the Sony amp. Budget roughly a tenner with postage
3) Once you've got all your bits then you can hook up. There are no settings other than volume on the power amp. So you can't blend the sub to the other speakers and there's no phase control.
Sensible alternatives:
Something like this used Gale subwoofer with speaker level loop-throughs is a better choice (Ebay auction)
http://www.ebay.co.uk/itm/GALE-STOR...357?pt=LH_DefaultDomain_3&hash=item41974fdf45
The Sony speaker outputs connect to the sub, then from the sub to the Sony speakers. The sub has all the controls needed to blend and balance the sub and speakers correctly; this includes a phase control to correct the timing for electronic delay and room placement.
There are two further points to note: First, the Gale sub (or any home cinema sub) will still be worth something if you come to sell and upgrade. Second, car audio product is designed for use in a very noisy environment so fidelity isn't high on the priority list. Home cinema gear works to a higher standard. That's important with gear in your living room than the boot of the car.
