New audio setup?

Yamaha A-S201 is a Integrated Amplifier and can’t use as a power amp, so the Schiit Audio Freya Pre-Amp is not needed.
If you want the Schiit Audio Freya Pre-Amp in your setup, you need a phono stage and power amp.

imhififan is correct.  However, in your list, I think the Yamaha is your weak link.  The Shiit Freya is a really excellent preamp, especially if you start looking at alternate tubes (i.e. Electro-Harmonix, etc.).  But there will be an additional expense of a dedicated 2-channel amplifier and a phono input preamp.   The Yamaha won't have the tube magic.

Thanks imhifiman and auxinput.
So, I couldn't use the Schiit Freya (as the preamp) connected to the CD input on the Yamaha?
I already have an Onkyo TX-NR686 but thought a dedicated 2ch amp would sound better.

As stated above the Yamaha is an integrated amp, meaning it has a preamp and amp together in one box. It's not really a dedicated 2 channel amp; you would need a power amp. 

The CD and other inputs can only be used for source components such as CD, tape deck, streamer. The preamp section in the Yamaha controls these sources.

If you exchanged your integrated for a Yamaha or other power amp you could use the Freya. But then you'd still need a phono preamp (phonostage) for the TT.