Do people actually set gameplans for preseason or do anything special for it? Should we start rookies to gain experience? What should I do during preseason?

You should make everyone on your roster active for the preseason
Also you should check your misc settings in the gameplan section to ensure you are subbing out starters during the preseason when you want to.

If I start rookies, would it speed up development so they could be worthy starters by regular season by gaining position experience?

Your players gain conditioning and position experience, but they do not develop any faster in terms of attributes.