I do not have quite knowledge about preloaders but I have read couple of articles and Adobe instructions. So I am confused about preloaders using in Flash applications.
I am planning to call all MovieClips, sounds, and etc. from library and nothing will be on the stage. For this situation, is it logical to apply preloader, if so which approach will be the most suitable one (even with smaller swf sizes)?
Nothing will be on stage - by that I assume you're using Flash IDE with timeline?
In this case (as well as other cases, in fact) you must use the preloader. There is a possibility (even when running locally) that when you try to access something from the library, it will not be fully loaded yet.
In Flash IDE a preloader can be first two frames in the timeline: some progress sprite or just a TextField that spans two frames, first frame does nothing, second frame checks bytesLoaded vs. bytesTotal and goes to first frame if the movie is not fully loaded yet. The third frame is where all main code starts.
Note that all your library assets must be set for 'export in Frame 3', i.e. not in any of frames where loader is active.
Alternately, you can use single frame with event-based loader.
When using FlashDevelop, there is a ready-made template for a project with a preloader.
There is a common mistake when people use some of their library classes or assets in the preloader to show a nice progress indicator. In that case, all that data has to be loaded first, and preloader cannot work immediately. It looks like empty screen with long pause and no preloader, and then the application is 100% loaded at once. So the preloader becomes pointless, it can't show any progress to the user.