Had a hard time find that myself. It had downloaded something when I originally pre-bought the game, but it was small. And ‘clicking’ on the RDR2 icon didn’t do much other than tell me it was too early for the game.
Then I went to updates, and it d/l an 88GB+ update for RDR2. Figured that was the pre-load. The whole sequence just didn’t yell out PRE-LOAD.