There isn't a preview built in, but that's because screens are mostly incredibly simple - if you put a field on the create/edit/transition screen, you'll get it on that screen in the order you defined. View issue is different, it does the same ordering thing, but moves system fields, dates and people fields to other places (the view screen you define only matters for the custom field area)
If you truly do need a preview, set up the screen in a test system, or test project. Open it up with the right action, make admin changes in another browser tab, then refresh it to see what effect you've had.
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