When visit windows client drive, if the folder contains pictures and user switches to icon view, to generate the picture thumbnail, windows explorer needs to download the full picture files to local cache, to generate the thumbnail.
Since the download creates network traffic, by default, windows client will not allow the pictures to be downloaded. When user double clicks the file to open it, the file will be downloaded to local cache. Now visit the folder again. The preview for the files in cache shows.
Admin can enable the windows client to auto download the files and create the picture thumbnails. Keep in mind that when enabled, windows client will downloads the files to cache automatically when visit the folder.
On the tenant Group Policy, Client Settings Manager, enable 'Always Allow Picture Preview' and define 'Max Size of File Allowed to Generate Thumbnail'. Save the change.
Here, the picture preview will be enabled for files smaller than ''Max Size of File Allowed to Generate Thumbnail' defined. If the picture is larger than the size defined here, the thumbnail will still be disabled.
After save the setting, restart windows client to pick up the new settings.
Now, when visit a picture folder, a background process will start to download files and generate the picture thumbnails. Keep in mind the process is a low priority process and the download takes time for large picture folder. When visit a picture folder for the first time, need to wait for the files to be downloaded and thumbnails generated.