The preamp is what allows you to switch between audio and video sources on your home theater system. Sources might include DVD, CD and Satellite dish receiver.
The preamp can be part of a home theater receiver or a separate component. As separates most home theater preamps today are also processors. his means it's a preamp that can decode surround processes and convert digital audio to analogue.
Preamp/processors are usually expensive high-end equipment and require a multi-channel amplifier. Gone with the 90's are the inexpensive add-on surround processors. Receivers capable of acting as a preamp, processor and multi-channel amp are much more affordable.
surround processes it's capable of decoding. The simple answer "all of them" isn't asking too much and can be fulfilled on moderately priced gear.
What will require more research on your part will be the kinds of connectors you can use as inputs and outputs. Since you'll want to use digital audio inputs whenever possible you'll need to know how many digital optical (Toslink) or coax inputs your preamp or receiver should have. A flexible preamp will allow toslink, coax or stereo RCA inputs for all components.
When shopping for a preamp or receiver make sure you have enough inputs with appropriate connector types for all your devices and then a few more to spare in case of future expansion. You never know when a new device might come along you want to make a permanent part of your home theater system.