Hi
From the image you have supplied you DO have a preview .....but only of the clip........
You have loaded your clip correctly to the media list where it is showing a thumbnail image. (I can't comment on the contents of the thumbnail as only you know what it is meant to represent.)
You have also clicked this and it is shown as activated (blue).
At this point a preview appears (correctly) in the left hand clip preview pane. This what your photo shows.
If you click the triangular "Play" button your selected clip will preview in the left hand pane.
However, your sequence line is empty! You must have something there to preview. 
So until you place your clip on the sequence line, the right hand sequence preview pane will remain empty.
Hope this helps
Nat