very dumb question

Plug the TT into input one of the Brio and then patch the signal out to the PL via the the fixed output RCA’s of the Brio.

The fixed level outputs will be labeled “record out” (or something like that).

I have the PL HP. 

Do yourself a sonic favor. Invest in a decent phono stage.
Your table and ears deserve it.
There are plenty of choices in every price point.
That Rega will sound great with a tubed phono stage. 

+1 with Dekay's post; there is a record out on your unit.  that will bypass the volume control and give you the best sound from the unit.  After you live with it for a while (and perhaps try the Brio by itself rather than through the Prima Luna, much as I like that integrated) you can then decide if you want something different or not.

I have two systems with turntables ... one system has the Rega Brio as its power source and the other has a PL Prologue 5 power amp paired with a Musical Fidelity CD PRE 24 preamp with a Schitt Mani phono amp.  Previously, I tried using an old Adcom GTP 500II preamp and a Parasound Z-phono preamp with the PL.  

To my ears, the Schitt Mani is better than the preamp section in the Brio and the Adcom and Parasound.  You can set-up the Brio as dekay outlined, but I doubt that you will be wild about the Brio to PL combination.

As you gathered, I am not that thrilled about the Brio's phono section.  I might be tempted to get the PL phono card for $250.  The Schitt is a no brainer at $150.

Rich