Hydrosponges work by sticking a small airline hose down that big tube you see, and that small airline connects to something at the bottom of that big tube. when you pump air down that small tube, it comes out at the bottom of the big tube (inside of it) and the air bubbles come up and out of the big tube along the same path the airline hose is going down.
You will definitely need a stronger air pump than the one that came with your pennplaxx.
However, with the cost of an air pump along with a hydrosponge, you could easily get an appropriately sized HOB filter for a 10 gal for about the same price, under $20. Unless you're raising fry, or shrimp that don't like current, the HOB will have a much better turnover rate for your tank and won't have the annoying bubble sounds and splashing of a sponge filter.