There isn't a right or wrong way to connect as the system is designed to give as much flexibility as possible. However, we've outlined our suggested way of connecting and using the system.
As you have an integrated amp (the CXA), we would usually recommend using this as the preamp, rather then the preamp built-in to the CXN. This means that you will have one master volume control (on the CXA), rather than having to balance two. For example, if you used the preamp in the CXN, you'd need to set the CXA volume to a certain point, then adjust volume on the CXN. There is no problem with doing this, but we think that having just the one volume control is more convenient
Using the CXA for volume control, you can use the Cambridge Connect app to control the volume of the amplifier - see section on Control Bus below.
However, one advantage of using the preamp built into the CXN is that it gives you volume control from directly from the Spotify app and over Airplay, which is not possible if soley using the CXA for volume control.
Control Bus is the orange cable supplied with the products. The Control Bus allows any compatible Cambridge products to synchronise when powering up the units. Using the CXA as the primary power controller, see the diagram below. When turning the CXA on/off, this will also turn the CXN and CXC on/off if desired.
Another added feature with Control Bus is the use of the Cambridge Connect app. You can use the Cambridge Connect app to turn the CXN on/off, this will also turn the CXA on/off when Control Bus is connected. The app can also be used to control the volume of the CXA amplifier. Connect the CXN's 'Control Bus Out' to the CXA's 'Control Bus In', as pictured in the diagram above.
For this, you will also need to enable 'Control Bus Mode' in the app Settings - see images below. Now, any volume adjustments made in the app, with adjust the CXA volume, and you will see the CXA's volume knob move up/down.
Control Bus connections are further explained on pg10 of the CXA user manual here
Also, for information on the best way to connect up your CXC/CXN/CXA from a sound quality point of view, please see the FAQ here