You should definitely be able to see a preview in the preview area for any of the tools. Check on the preview status by going to Edit > WebAssist Preferences, in here check on the preview, make sure the check box is not set to disabled.
If the preview is not disabled and you do not see it when running through the wizard please post back and include the OS that you are using, and the version of DW that you are working with. I will ensure that a ticket is opened for you so the issue can be looked into further.