Where on my mixer should I plug the subwoofer into? Or would plugging it in somewhere else be better ?

This will depend on whether your sub-woofer is powered (has it's own built in amplifier) or not. If it is not powered it will need connecting to an amplifier. If it is powered you will need a line level output either on the amp or the mixer.
Many modern amplifiers (and some mixers) have a dedicated output for sub-woofers in which case this is the best place for it because the higher frequencies will have been filtered out.
Some high quality amplifiers like the JAMO MPA 101 have a filter switch and adjustable filter level for powering sub-woofers. You then just connect the speaker to the speaker terminals in the normal way.

Otherwise on a p.a. mixer you could use the main output, one of the auxiliary, monitor or sub-mix outputs. If you are not using the main output you will need to route signal to the appropriate output accordingly. Either way your output signal will cover the full frequency range - your subwoofer may have built in filtering or you may need to use some sort of crossover to split the signal between the sub-woofer and the rest of your speaker system.