In your Windows computer, File Explorer may not display PDF thumbnails, and instead, show only the default icon assigned for PDF files. This might happen even if you have the option Always show icons, never thumbnails unchecked in the View tab of the Folder Options dialog.
Also, in Microsoft Outlook you’ll see the error when viewing emails that contain PDF file attachments:
The file cannot be previewed because there is no previewer installed for it
This article tells you how to enable PDF thumbnails as well as the PDF preview capability (for the Preview pane) in File Explorer and Microsoft Outlook. The first method (PowerToys) works whether or not you’re using a third-party PDF viewer (e.g., Adobe PDF Reader or Foxit Reader).