To access marketing funnels, go to 'Marketing Funnels' > click 'Funnel' that you want to preview.
You'll see a button on the right-hand side 'Preview Funnel'. It doesn't matter which tab you are in (i.e. Funnel Details, Automation etc.), this button will remain there and allows you to preview the funnel.
Now, click 'Preview Funnel', and you will see that the funnel opens up in a new tab.
You can also preview 'Funnel Steps' by clicking the 'Preview Page' icon. i.e. "Thank You Page".
"Thank You Page" opens up in a new window to be previewed.
Also, watch the video on 'Previewing the Marketing Funnel'