is there any physical difference between a subwoofer cable, digital coaxial, or plain rca audio cable?
Yes and no. All have a cental thin conductor connected to the pin and a conductive sheath connected to the hub. This configuration is designed to carry weak signals and protect them form acting as an antenna for any stray ambient RF that could add noise tot he signal. The quality of construction required to perform any particular task depends on the legnth of the run and the frequency of the signal. A subwoofer cable is a very undemanding application- the frequencies are very low. Just about any RCA cable will do.Cables that are expected to carry very high frequency signals (which includes digital coax and video signals) should have a "75 ohm" rating. Most with yellow plastic hubs are rated as such. There is no difference what so ever in a cable for a digital signal and a video signal- the task is the same. Full range audio cables (as opposed to subwoofer cables) do not need to be 75 ohm either, but they will work fine.
So do I understand that regular RG6 coaxial cable is fine to use for connection of a sub.
There is little or no difference between a subwoofer cable and a standard rca connector cable. However, there is significant difference between a digital coaxial cable and the others. The digital coaxial cable is generally a 75 ohm load with different internal construction and shielding. It is most similar in construction to a standard video rca cable. Have you ever had a friend who used a standard rca cable in place of a video rca cable for video and had awful results? The lack of the 75 ohm load is one reason they simply don't work well and are constructed different and meant for different purposes.