As the name implies, the power amplifier takes an input signal (source or preamp) and amplifies that signal to produce the power to make speakers play. For one person a two watt vacuum tube is sufficient, while another person may need a 100 watt solid state amp.
Depending on convenience, budget, space, and power requirements, an integrated amplifier may be most appropriate for you. An integrated combines the power amplifier and preamplifier into a single chassis, saving space and money when compared with separates.
Preamplifiers serve several purposes: selecting amongst sources, controlling the volume, and providing the appropriate gain required by the power amplifier.