ok let me put it this way. The amps input (where you plug the guitar into) goes into the preamp which shapes the sound... that then goes into the poweramp which actually provides the power to the speaker. Amps that have an fx loop isn't actually a "loop" it's taking the signal from the preamp, putting it through the FX and then taking the affected signal to the power amp. There is usually a "wet/dry" knob for that too. Now... as well as a Pre Out there should also be a Power In or similar. That's for your FX Loop or whatever else you want to do such as feeding ANOTHER amps preamp signal and putting into that amps power amp which makes it come out the speakers. If there was some amp that had 6L6s you wanted to try out but keep your original tone..
Guitar>That Amp... Preamp Out> Other amps Poweramp In.
Tell me if you understand that.