you can do it whatever way you wish, i always run new thick wire (16 awg for internal speakers) from the amp to each individual speaker and hook them up directly to the terminals.
You CAN run the leads top the harnesss behind the HU but i REALLY dont like this method. it 1- increases wire length which induces more resistance, which means heat build up, and loss of clarity. also, any time you jump to a different wire you bleed off a bit of energy due to differences in the metal of the wire... not to mention going from larger to smaller... all that aside, yes it will work, and you probably will not notice much of a difference with a smaller amp, however it can and has caused problems, and the more power you push the more issues you will notice. honestly, take the time and run to each speaker.