Adding a preloader

I know this is a simple question for some but I was wondering how I might go about adding a preloader. I have done some tutorials and all I did was add a preloader to a movie clip. I fhave a timeline that has 5 different layers, all with just 1 frame each – because they are all movie clips – how do I add a preloader? Do I need to make a new flash file, make the preloader and then somehow call to my flash movie that I want to see after? Basically I am just confused on how to set up the timeline…

Any help would be greatly appreciated!

Thanks in advance,
Evan