I got inspired and built a widget that provides a link to a Mendix FileDocument. Just put this widget inside a FileDocument data view, and it will generate a link to that file. You can specify the text for the link based on an attribute of the entity, and you can choose whether to open on a new tab.
The GitHub repository is: here
I will submit to the app store in the coming weeks.
Is their any inbuilt tool in mendix that helps in providing the file preview option?