To amplify:
There are two main "levels" used in audio production: Line Level and Microphone Level. Line level is based on a specific (and arbitrary) voltage and is the standard used within audio equipment like mixers and it's also used to exchange signals between gear. (To be pedantic, there are several variations of "line level" which you can read up on--but suffice to say that they're us not too far from 1 volt and, therefore, robust in terms of resisting outside interference.)
Mic level, on the other hand, is an extremely low signal--generally between 40 and 60dB less than line level. In voltage terms, it's measured in millivolts--thousandths of a volt. This is because the microphone itself is either generating or modulating the electrical signal with the tiny movements of the air that make up sound.
Because of the extreme low voltages, Mic Level is much more vulnerable to interference from outside electrical sources--induced current from running near a mains cable, the arc of a noisy thermostat--or the general electrical noise inside a powered device like a speaker or a mixer can all add noise. To avoid this, mic level signals are always amplified up to line level at the point of entry into a system--and that boost is the job of the mic pre amplifier. Despite their relative cheapness, mic pre amps have to do a critical job of adding 50 or so dB of gain without adding extra noise. To put this in perspective, 30dB of gain is equivalent to a thousand times the level!
To answer your specific questions, yes, most interfaces have one or more built in mic pre amps. However, read the spec carefully--many advertising "4 inputs" only have 1 or 2 mic inputs, the rest designed for line level sources. Second, yes, you need a pre amp for every mic you want to record--but the ones built into interfaces are generally adequate for good quality recordings. Some people use high quality external pre amps to give a certain "sound" to their recordings--but if you're just starting out, just use the interface until you have enough experience to decide what colouration ("sound") you wish to add--and be prepared to spend a lot of money for a pre amp to be significantly better/different to what comes with your interface.
