Does the mmW EXA have a preamp up to 32 or 44 GHz?

Yes, this is optional.  The N9010A-P32, Internal Preamplifier is only available on the N9010A-532, 32 GHz analyzer.  The N9010A-P44, Internal Preamplifier is only available on the N9010A-544, 44 GHz analyzer.

The N9010A-P32 and N9010A-P44 internal preamplifier options are activated using a license key.  So, if the preamp options are not ordered at the time of initial instrument purchase, they can be ordered as a post sale upgrade option as N9010AK-P32 or N9010AK-P44.  Refer to https://www.keysight.com/find/exa_upgrades for more details.