To preview a file you're downlding it must have downlded a certain % before you can preview it. For example, a song that's 4 mins long & you've downlded 5%, then you'll only be able to preview about 12 secs.

To preview, select the file & press preview button. But it needs to be more than 0% downlded. You can't preview what you haven't yet downlded.