I have a 2017 Mazda CX5 with the standard sound system/infotainment system . is it possible to connect an amp and a sub . The power running the sound is coming from the infotainment system so im not how easily this can be done ??

 

This project is not average DIY friendly install. So basically if you are asking how to it is more then likely you don't have the experience? You would need to judge that for yourself.
As long as you do not have a factory sound BOSE system
You would need to use a Line Output converter and separate amplifiers that will power the speakers.
Because you want to use a Sub-woofer for best application and sound reproduction I recommend

AudioControl LC2i PRO Line Output Converter2-channel LOC with AccuBASS™

 

I can 100% recommend AudioControl products.

I've run the Lc6i on 4 or 5 of my vehicles and I love it.

You need to take your speaker wire inputs from the TAU ( factory amp )