If you mean trying to preview it in a media player, check the settings in
your torrent program to see if you can get it to prefer the first and last
parts of the file so the player can read enough data about it's format and
then show you the fragments on hand.
In µTorrent: Options => Preferences => Advanced => Set bt.prio_first_last_piece to "True"
Others I don't know. I've been using µTorrent from the beginning.
With that setting turned on, watch the graph that shows what parts of the
file you have downloaded and wait until the beginning and end look solid blue.
A preview should work if the media player is flexible enough.
I recommend you get both
Media Player Classic and
[The VideoLAN VLC media player].
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