How do you hook a sub woofer to a cdj 400 pioneer?

you cant hook a woofer to player! you could connect woofer to mixer or amp

A cdj is only a CD player in the same way a car player needs a source of power to push the sound to your speakers so does the CD as said you need a amp if your sub woofer is preamped then technically you should be able to connect it directly to it but you will need to be careful of the sound output and realise that you will not be able to control the levels as well compared to if you were using a mixer or amp.