It depends. How about telling us exactly the names and models of the devices you want to connect?
REL and some other subs can be connected to the amp. An alternative is to use Y connectors from the CD player, which I assume has a volume control, to both the sub and the amp. This can work quite well, the critical factor will be the quality of the output circuitry of the CD player, they are not all up to the job. Your CD player could have no inputs, its only function is to read CDs. The only exceptions would be ones that allow you to use their internal decoder with an external transport, but this would be found on very high end players only or possibly some universal players.
If your sub has a low pass filter and you do not want to run your mains full range, you should be able to go CD OUTput (not input) to sub to amp. Also many subs can run from the high level speaker outputs on your amp (essentially in parallel w your mains). Still haven't told us what sub you have. Also Vandersteen 2W and 2X can only run in parallel w your mains. There is a filter (aka crossover) that (in your case) would go between the CDP output and the amp input, and then both the mains and the sub get a speaker level connection to your ARC.
My sub is an ERA sub10. Has inputs and output speaker binding posts as well as rca which I am using now which I will not be able to use if I buy the Bel Canto cd2.
Thanks for your help. I believe this to be a simple solution if you know what to do but I have received a myriad of answers, all different.