An amp amplifies - nothing more.
A preprocessor is a combination pre-amp and processor. The pre-amp takes care of switching and routing input sources and controls the volume level along with minor audio adjustments like tone controls. The preprocessor is what decodes various audio formats and perfoms other signal processing chores such as bass managment- it is the 'brains' of the operation.
A receiver is a pre/pro, amp, and (radio) tuner all in one box.
You can use a receiver as a pre/pro if it has pre-amp outputs. You just connect the pre-amp outputs to an amplifier. A separate amp is usually more powerful than the amps in a receiver.
You can have a separate pre-amp and a separate amplifier and skip the receiver entirely.
When you go up in price for a receiver, you get better amps, alot more inputs, and usually a cleaner and more full featured pre/pro section. If you pair that receiver with a separate amp, you won't be using the amps in the receiver (except for certain cases where you only use the separate amp to drive some of the channels and let the receiver's amps drive the rest). You need to think hard about whether or not it is worth it to buy a > $1000 receiver if you are going to use a separate amp to drive all of the channels anyway. A better approach would be to buy the middle of the line receiver of a particular brand and pair it with a separate amp, unless you really need all the extra inputs of the higher end receiver. Just like everything else, the law of diminishing returns kicks in rapidly with audio equipment - as you go higher in the line you get incremental improvements for exponential increase in cost and only you can decide if it is worth it.