i have jut bought a amp and sub for my car

i have connected the amp to the battery  (should that give me power
straight off as in the power LED comes on  but it doesnt in my case if
it has to) or do i need the cable to my stereo to actually turn on my
amp??

also i do not know how to connect my amp to my stereo have a kenwood
KDC-W8531 stereo

im sure there was something else

no thats is i think

 please help soon as poss  quite like it to be working before i go on a
road trip 2 days away 

=]