Anhydrous iron (III) chloride is prepared by:

There are several ways to make compounds. There are direct techniques of manufacture, which involve combining the constituent parts of the needed chemical to create the compounds. These production techniques are direct ones.

We should be familiar with the numerous procedures described in the question in order to respond to it.
Direct combination: In this method, the constituent parts of the needed compound are heated to generate the compound.
Simple displacement: In this kind of reaction, one element from the reacting compound replaces the other element to create the new product.
 Decomposition: In this kind of reaction, one or more compounds split apart, releasing energy in the form of heat, light, or electricity.
In this sort of reaction, an acid and a base combine to form matching salts and water.

As a result, we completed all of the steps.
Anhydrous iron(III) chloride is made using a straightforward combination method.
In this procedure, dry chlorine gas is used to heat iron metal.

$2F{e}_{\left(s\right)}+3{\mathrm{Cl}}_{2\left(g\right)}\left(dry\right)\stackrel{\Delta }{⟶}2{\mathrm{FeCl}}_3$

Hence, the correct option is (A).