On my system - Windows 10 - Mathematica v12.2, when I select "Print Preview" under the File menu nothing happens.
Does Print Preview work on your system?
Print Preview works OK for me. Same combination as yours: W10, M12.2.
Thank you for checking Hans. I appreciate your time.
Without Ian's comment below, I would have had no way of trouble shooting.
The XPS viewer feature is probably not installed. Go to Settings app > Apps > Optional Features > Add a feature. Type in "XPS" into the search field and install the XPS Viewer.
That solved my issue!
Thank you, Ian.
Once Hans confirmed that the functionality on his machine worked, I was "scratching my head" until your comment.