When you call a lender and be prequalified, they will find out what your credit scores are when you apply for a loan, regardless of whether you go with FHA or work with a conventional lender. For the preapproval process, they will ask for several documents from you starting with:
last 2 tax returns or most recent 1099/W2s
most recent bank statements
last 2 pay stubs
And they'll also run a credit check
financial statement that shows your credit obligations (credit cards,car payment, etc)
Your credit information, employment, debts are all factored into whether or not you qualify for a loan and at what interest rate.