Does the subwoofer work when you select a different source on your AV receiver?
If not then check the speaker set up menu to make sure that the subwoofer output is turned on and the fronts are set to small. Check that the sub level isn't turned down in that menu and on the back of the sub. Make sure the sub is plugged in. Check the cable that goes to the sub from the receiver.
If it does work on other sources then check the audio settings in what ever is connected to that input of the receiver. Also check any input specific settings on the Pioneer (not sure if you have any but worth looking for at).
Lastly is the source playing content with bass?