A passive crossover that comes in a component system looks like this
Basically it seperates the high frequencies and the lower frequencies and sends the power to the appropriate speaker.
http://www.bcae1.com/passxovr.htm
To wire it up, you take the positive and negative of one channel off the amp and wire it to the inputs on the crossover. From there you will make new wires and wire them off the two different set's of outpus on the crossover. The crossover will have on it which speaker wires go to the tweeter an which one goes to the mid.
Make sure to use spade terminals and crimp them good. Soldering is not a bad idea either. Make sure to use adequate speaker wire. At least 16 gauge.
There's also active crossover's as well that will seperate the frequencies before the amplifier. You can do this with the headunit's crossover's(if you have an adequate one) or you can use an electronic crossover.
http://www.bcae1.com/elecxovr.htm
When you go active you can get better results but it does take a bit more effort for it to work good.
For instance if you had a 2 way front component set, and you want to wire it "active" you would need a channel for each individual speaker. One channel to each tweeter and one to each mid(4 total)
If you were running a 3 way active setup, ideally you would want a 6 channel amp, or a 4 channel amp and a two channel amp.
A few of the advantages of using an active setup is that you have the ability to use Time Alignment. You can typically send more power to the different speakers, because the lack of the passive crossover.
But the basic component set with a passive crossover will sound alot better than a coaxial speaker.
You might look into a set of components that allow you to Bi-Amp the speakers. Thsi is where you still utilize the passive crossovers, but you can wire a 4 channel amp to the crossover and utilize time alignment.
One set that I know of that will do this is the Alpine Type-X (spx-177r).
http://iweb.alpine-usa.com/pls/admn/...=155&p_main=10