balanced connections Calypso/Rhea

The little silver thing on the balanced inputs is to be depressed to release the balanced connection cable from the preamp. Plug the cables from the Rhea into any of the 5 balanced inputs. You will hear a slight click indicating the cable has locked into the preamp. That slight click is the silver thing locking.
The Calypso has both single ended and balanced outs. They have given you a pair to drive several amps(biamping) or maybe a sub system at the same time.
I'm not trying to be a smart ass hear but did you get the owners manual? There's information there you really need to read.
If you don't have it, contact Aesthetix and get one for both components.

I would give it a try. I'm trying to rememeber but I thought you can set any input to the bypass mode. It's my understanding that in bypass, however, some other component would be needed to control the volume. (I'm going on memory here.)
Nothing is going to happen even if you do connect an input wrong. It is all very low signal voltages. Just try not to put an input signal to the output connection on the preamp. Other than that, you should be fine.
It will work with the ouput of the Rhea connected to any of the inputs you select.
Try the tape and if it does what you want, you're good to go. If not, use any of the other inputs.