Which one sounds better for an active woofer? Pros say that you should never use a sub cable and always go with speaker wire from the receiver then to the fronts through the woofer. Is this correct? Im asking because I have a sub cable and cant seem to get the pre out to make the sub work.

There can be several issues here. Almost everyone connects their powered subs via the SW out/LFE out/whatever. Can't believe we are all that dumb. There are several people here I would consider to be pros that have not made the same statement. This idea is probably a hold over from times when AVR bass management wasn't as good as it is now. But, maybe, I am 'that dumb'.

Have you checked that you have the sub out enabled on the AVR? Have you checked the sub out level on the AVR? Are you sure you are connected to the correct output? Are you sure you are connected to the correct input? Have you tried a different cable? What sub do you have? What AVR do you have?

If you have it connected to a "subwoofer out" or "lfe" port, do you have your receiver configured to use it? Look for a "subwoofer yes/no" selection. Also, you may need to have your speakers set to "small" for it to redirect low frequencies to the sub.