I have to "single click" image files or office documents to get them to show previews on my set up.
Windows 7 doesn't support showing of PDF files as thumbnails by default so I'm assuming it wouldn't show previews either.
I could stand correcting on this but as far as I'm aware, to even just get PDF thumbnails to show then a free 3rd party program by
Pretentious name is still required. This works a treat, although it can sometimes be a bit slow to kick in. I'm still waiting for mine to kick in as I've only just installed it so cannot tell you at the moment if it supports the showing of previews or not.
EDIT!! Can now confirm that the Pretentious name program does allow pdf files to show in the preview pane!