This means StrataFrame will update and modify the value of the controls in Page.PreLoad and Page.PreRender event?
That is correct.
What will happen if I add code in Page.PreLoad and Page.PreRender event? If error may occur, what I should do to prevent the error?
You could add code there. You should handle errors just like any other errors that appear within an ASP.NET page, including the custom error pages if necessary.
Page.Load and Page.PreRenderComplete are the safe places for me to add some codes?
Correct, those are the safest places to add code.