Hi
If you have placed your videos on the timeline as descibed above then by "Preview" Are you referring to how the timeline looks?
If so you may have inadvertently switched into Storyboard mode.
Check that you are not looking at the timeline in Storyboard mode.(See top left of the image below.) This will show your project as a single track of "slides" like this.......
In order to see your project as a "filmstrip" along with other tracks you may be using you must be in Timeline mode.(See top left of the image below.).........This mode shows all the tracks.
Toggle between the modes with the small down arrow visible top left in the image above.
However, if you are referring to the large Preview window(s), either Clip Preview or Sequence Preview, your project should play normally here and not as frames.
Nat