movies run sequentially

So place your preloader scene before your main scene.
If you create your preloader scene after your other scenes you can move it to the first portion of the movie by right clicking on the preloader scene selecting modify move to the top.

The uppermost scene is always the one that runs first.
It doesn't matter what you name your scenes they will always sequence top to bottom.

I've created preloaders in 10 frames and as a result I could incorporate it into the first scene. However I don't advise others do so untill they've built at least 25-30 movies.