Can I connect an ADC directly to a DAC?
It would depend on the parts you're using.  ADCs and DACs are more likely than not going to be slaves that would expect some controller to give them a clock signal.

If you want to test a preamp, could you just use a signal generator in place of the DAC output?  That, or design in whatever DSP you want to use and write some quick code that simply passes values through.