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I think the programming should be pretty straightforward- this is from Apple's site:
Program your remote for volume
If volume control doesn’t work automatically, you can manually program your Siri Remote or Apple TV Remote:
On your Apple TV (4th generation), go to Settings > Remotes and Devices > Volume Control.
Select Learn New Device.
Follow the onscreen steps to program your Siri Remote or Apple TV Remote to control volume for your television or receiver.
I believe it then instructs you to aim your (preamp) remote at the Apple TV unit and press the volume up and down buttons, for it to learn their IR codes.
please let me know if you try it, or if others have gotten it to work. It sounds pretty slick.