You have not cited any document, that's the reason for message "bibliography empty". I added one \cite command. See the commented \nocite{*} in the mwe. You can use it to test the bib file (it shows all bib entries in the bibliography).
To get rid of the other errors/warnings you mentioned I changed your code a little bit (see the markings <===========).
Copy the following MWE, name it mwe.tex and compile it first with pdflatex mwe.tex. Then you will get an file mwe.aux needed for the next step. Use now bibtex mwe to create the bibliography with BiBTeX, afterwards pdflatex mwe.tex two times.
Because you use encoding utf-8 it would be better to use biber instead of bibtex. Then change line backend=bibtex to backend=biber and use biber mwe instead bibtex mwe to create the bibliography.
MWE (package filecontents is only used to have bib file and tex code in one mwe):
\RequirePackage{filecontents}
\begin{filecontents*}{\jobname.bib}
@Book{CS,
Title = {Chemistry in Space. From Interstellar Matter to Organic Life},
Author = {Dieter Rehder},
Publisher = {John Wiley and Sons},
Year = {2010},
ISBN = {9783527326891},
Keywords = {physics}
}
@Article{EPS,
Title = {Energy Production in Stars},
Author = {Hans Albrecht Bethe},
Journal = {Physical Review},
Year = {1939},
Number = {5},
Pages = {434--456},
Volume = {55},
DOI = {http://journals.aps.org/pr/abstract/10.1103/PhysRev.55.434},
Keywords = {physics}
}
@Book{FP,
Title = {Fusion Physics},
Author = {Mitsuru Kikuchi and Karl Lackner and Minh Quang Tran},
Publisher = {International Atomic Energy Agency},
Year = {2012},
Series = {International Atomic Energy Agency},
ISBN = {9789201304100},
Keywords = {physics}
}
@Book{INP,
Title = {Introductory Nuclear Physics},
Author = {Kenneth S. Krane},
Publisher = {John Wiley and Sons},
Year = {1987},
ISBN = {9780471805533},
Keywords = {physics}
}
@Book{PIF,
Title = {The Physics of Inertial Fusion},
Author = {Stefano Atzeni},
Publisher = {Oxford University Press},
Year = {2009},
Series = {International Series of Monographs on Physics},
ISBN = {9780199568017},
Keywords = {physics}
}
@Article{SES,
Title = {Synthesis of the Elements in Stars},
Author = {K. MARGARET BURBIDGE and G. R. BURBIDGE and WILLIAM A. FOWLER and F. HOYLE},
Journal = {Reviews of Modern Physics},
Year = {1957},
Number = {4},
Pages = {547--650},
Volume = {29},
DOI = {http://journals.aps.org/rmp/abstract/10.1103/RevModPhys.29.547},
Keywords = {physics}
}
@Article{SEWMS,
Title = {Stellar Evolution Within and off the Main Sequence},
Author = {Icko Iben},
Journal = {Annual Review of Astronomy and Astrophysics},
Year = {1966},
Pages = {571--626},
Volume = {5},
DOI = {http://adsabs.harvard.edu/full/1967ARA%26A...5..571I},
Keywords = {physics}
}
\end{filecontents*}
\documentclass[11pt,a4paper]{article}
\usepackage{graphicx}
\usepackage[utf8]{inputenc}
\usepackage[english]{babel}
\usepackage{comment}
\usepackage{amsmath}
\usepackage{csquotes} % <==================================
\usepackage[%
backend=bibtex, % biber bibtex % <=======================
style=alphabetic,
sorting=ynt,
]{biblatex}
\usepackage{float}
%\bibliography{biblio} % <===============not needed =======
\addbibresource{\jobname.bib}
\begin{document}
Document text here. \cite{CS} % <==========================
%\nocite{*} % <==========================
\printbibliography
\end{document}
and the result:

BTW: biblatex is a package to make layouting bibliographys a little bit easier. It works very good with Biber, that knows to use utf-8 encoding. Today you should use biblatex with Biber.
PS: I deleted the code for your @preamble, because it seems not to be needed here. Where does it come from? Are you sure you really need it?
backend=bibtexin yourbiblatexloading option. You need to run it -bibtex- on your file in order to have a bibliography. – Werner Nov 30 '15 at 23:17bibtexis a programme just likepdflatexorlatexorxelatex(or whatever you use to compile). If you compile at the command line, you just saybibtex <filename>orbibtex <filename>.aux. If you use an editor, usually it has a button or menu option to run BibTeX. – cfr Nov 30 '15 at 23:33