If you only want to use the Denon phonostage you can connect the record out (provided your Denon has one) which is a fixed output bypassing much of the Denons preamp functions. Volume is only controlled by the Cary pre.
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@kanchi647 if you are only trying to get the sound of the Denon AVR-X6400H plus the Conrad Johnson LP260SE then you need to leave the Cary SLP-05 out of the chain. But you can certainly choose to connect the AVR-X6400H pre-outs to the SLP-05 inputs instead.
You can use the Phono (MM) input jacks to connect your turntable to the Denon AVR-X6400H. You don’t need to purchase a phono stage since the AVR-X6400H has a MM phono stage built in.