airport express and dac

so tell me in PLAIN language what cables I need and how to insert a dac inbetween my airport express and integrated amp
You need a mini to optical cable. (optical often termed 'Toslink').

You'll have a hard time finding a mini to optical cable via the regular sources, but Apple sell a cable kit that includes the cable you need for about $40 The cable is made by Monster but packaged and sold by Apple. Just ask for the cable kit for an Airport Express.

Your DAC then needs to have an optical (Toslink) input. If it doesn't have an optical input then you can't go into the DAC, you need to go into a line input on your integrated amp with a mini to dual phono cable. This is also in the kit that I mentioned earlier and also sold more widely as an accessory cable.
But you won't want to do that 'cos it'll sound like crap.
So you need that DAC to have an optical input.

Connecting the DAC to your preamp is either via single ended RCA's or balanced XLR's. Balanced is generally preferred but only the more expensive DAC's/Intregrated amps will have balanced inputs.
So you may find yourself limited to the first option, a pair of single-ended cables, often termed 'phono cables'. You can buy them from just about anywhere that sells audio cables.

Hope that helps.
Just a small addition to Rooze's answer: You can also use a regular Toslink cable of your choice and add an adaptor like the one below ($2-$4, widely available on-line and at Radio Shack) to make it work with the Airport Express.
Mini-Toslink male to Toslink female
will the dac improve the sound of internet radio as well as files in itunes?