What does a Sub woofer do?
Basically a sub is a larger more powerful speaker, which is used to play low frequency sounds. A normal speaker cannot produce these low frequency sounds, as they are not powerful enough.
Low frequencies are also known as BASS. This is needed as the background or beat of the music. If a Sub is installed, the load can be taken off of the mid-range speakers, and they can then be turned up to a higher level without distorting.
Different types of bass
If you are after punchy bass, to be used with dance music for example, a sealed sub woofer system would be ideal.
If you listen to more hip-hop then a vented enclosure would be better suited.
Here are some useful help pages:
BUILDING YOUR OWN ENCLOSURE
WIRING YOUR SUBS FOR OPTIMAL POWER