To switch this functionality on or off, right click anywhere in the search results grid and then select Show/Hide Preview.
The preview will display the first page of the selected document in a panel to the right of the search results grid. If you find this is too small you can detach the preview pane. To do this, right click on the preview and selecting Detach.
To return a detached preview pane to the Central window click the X button to close the window.