Select the file from the download window & press the Preview button. But be warned. Previewing creates a files called PREVIEW-filename.xxx in your incomplete folder. This can take up space. So instead, I go to the LW Library window & select the file from the incomplete folder & press Launch. I use
VLC - (click on link) _ (choose nearest mirror site) to view such files as it tends to be very reliable & has in-built codecs.
But of course after finishing downlding the file, you can always go to the incomplete folder & delete the preview files if you prefer using the Preview from the download window.