I want to run a tool between pre-processor and compiler. I it possible somehow with the Keil Tool Chain, Keil IDE, to run the pre-processor, a tool that changes the preprocessed code and then the compiler?
No, there is no built-in option in MDK uVision to do this. The only options supported are defined in "Options for Target - User"
Why do you want to do that? What are you trying to achieve?
If you describe what you're actually trying to achieve, people might be able to suggest ways to get there ...