Download the Symbola font (it's free) and place it in a working directory.
Prepare the following document and call it precneq.tex:
\documentclass{standalone}
\usepackage{fontspec}
\setmainfont{Symbola}[Path=./,Extension=.ttf]
\begin{document}
\symbol{"2AB1}
\end{document}
Compile it with XeLaTeX to obtain precneq.pdf.
Now copy this PDF file in the same directory as your main document. The code for using it is between \makeatletter and \makeatother (included) in the following test file.
\documentclass{article}
\usepackage{amsmath,graphicx}
\makeatletter
\DeclareRobustCommand{\precneq}{\mathrel{\mathpalette\use@precneq\relax}}
\newcommand\use@precneq{%
\text{%
\raisebox{-0.5ex}{%
\scalebox{\f@size}{%
\includegraphics[scale=0.1]{precneq}%
}%
}%
}%
}
\makeatother
\begin{document}
$a\precneq b$ $a\preceq b$ $x_{\precneq}y_{\preceq}$
\medskip
{\Large $a\precneq b$ $a\preceq b$ $x_{\precneq}y_{\preceq}$}
\end{document}

Is it worth the pain? I'd simply import all the “prec” symbols from mathabx.
texdoc symobols-a4. There are several\precneqsymbols in different fonts. I would just load a package as in most cases then disruption to existing fonts is minimal. – Sep 28 '18 at 21:28pdflatexor XeLaTeX/LuaLaTeX? If the former, then the answer you refer to cannot help. Unless you'd like to use the STIX symbol. – egreg Sep 28 '18 at 21:51pdflatexor XeLaTeX/LuaLaTeX? " Honestly, I don't know and I don't know how to check that. I use Texstudio with the default compilation setting (double green arrow) – Surb Sep 28 '18 at 21:54pdflatex. Symbola is out of the question, unless you make a PDF with the symbol and use it as a graphic inclusion. – egreg Sep 28 '18 at 21:56