Why do preamplifiers have so many capacitors?

Look at a schematic (circuit diagram) to see how parts are connected. 

@jumia-

        IF you are sincerely interested; the first few magazines/books/resources mentioned on the following link, are an excellent place to gain such knowledge.

         They were great to, "grow up" on and: even decades old, they're still fun to bring out and reread.

                          I miss the DIY/hobbyist PAPER rags!

                       http://www.nutshellhifi.com/Linkstxt.html

@jumia-

     Actually: what was supposed to be a link to the following Vacuum Tube Valley site and reprints, wasn’t, on the last reference.

                               You’ll find some good articles, here:

https://web.archive.org/web/20130604042043/http://www.jumpjet.info/Pioneering-Wireless/eMagazines/VTV/vtv.htm

     Be patient, as you're downloading a complete magazine, in pdf form, for each issue.

Watch some of Ron Sutherland videos.

Or, if you want a more formal textbook, 'The Art of Electronics' by Horowitz and Hill is a bible of practical methods. A section  in Chapter 1 talks about capacitors and their different characteristics.

But also note that although materials are a good guide to how a cap will sound, the method of manufacture also makes a big difference. For example, a Relcap teflon film and metal foil cap sounds quite different from a V-cap. To me. YMMV