It is possible! There are two ways.
1. Connect the subwoofer to the subwoofer output on your system's sound card and configure speaker settings to 2.1. If you have trouble with this, check out your motherboards manual (assume you have desktop?).
2. If your computer doesn't have subwoofer output, you have to have two adapters of the kind RCA female -> 2x RCA male adapters. So from the computer you connect each RCA to the adapter and from the adapter you connect to both speakers and subwoofer.