A phono stage is a preamp that raises the level of the output of a TT to line level and applies the RIAA equalisation. You will need a phono stage if you're amplifier doesn't have a 'phono' input or your turntable doesn't have a phono stage built in.
A regular preamp allows you to change the volume since a power amplifier does not have that feature. A preamp also typically switches sources and normalises output impedance. Occasionally a preamp will also have a balance control and maybe also a gain stage, but with today's high output sources the volume control normally just attenuates the signal before going to the power amp.
An integrated amplifier has a volume control (it's made by integrating a power amp and preamp).
A receiver is an integrated amplifier that generally has an AM/FM radio and can pass through video signals.
To find Pro-Ject expansive range of phono stages, have a look here.