I don't have Uconnect, just the stereo/radio
What adaptor/rca cables/power wire/ amp?
Well, first of all you need to get power to the amplifier that drives the subwoofer or to the subwoofer itself, if it one of the integrated amplifer/subwoofer types. I've done this many times (and I'm actually in the process of putting a new amplifier-based mega audio system in my 200 convertible. That stuff typically goes in the trunk, which is kind of a shame for a car that already has limited trunk space. So you need to run a power cable back there. The way it's typically done is you put in a fuse block (VERY IMPORTANT, PUT THE FUSE AT THE TAP) and then tap the power off the battery, so you have a separate power cable. You need to go through the firewall by drilling and using a gromet. So you run the 12 volt power cable back to the trunk, typically along the side of the car under the trim pieces and back to the trunk. So that's how you power it. Then you need to get the audio signal to it. If it is an aftermarket unit, you can use RCA cables. just line-level audio. You may find you need a ground loop isolator to avoid unwanted hum (which would be very annoying on a subwoofer)
If you do not have an aftermarket unit with line-level audio out, you need to get an adapter that takes the amplified speaker output and attenuates it down to line level. Personally I'm not a fan of this. I think the quality is pretty compromised, but it probably won't matter with a sub.
It's actually not a terribly difficult job, and their are amplifier/subwooder install kits.