My pioneer VSX LX503 has a subwoofer output. I had to use a Y-cable with my Klipsch R-100SW.
The Onkyo R-N855 is designed for 4 speakers and does not have a subwoofer output. I don't know if it is possible to connect the Klipsch R-8SW to the Onkyo R-N855 without damaging either unit, but a stereo cable (one red and one white output / one red and one white input) should be used.
Best regards.

a Mono cable is enough but to avoid certain possible and rare disturbances, it is preferable to connect a Y. if the amp has 2 mono outputs, any one is suitable, it is for connecting 2 subwoofers. If stereo (which seems unlikely to me), you might as well buy a double cable to keep the left/right signal on your subwoofer.

I connect my Klipsch subwoofer only with a Y cable. Annd is perfect....