As Gerd said, it really depends on the file type. Video and audio files typically work, pdf files, word files (*gasp*), and the like usually don't.
Take a look at the Readme.Mac.txt file that comes with the Mac version of aMule. At the very bottom, there is a section on how to set up aMule to use VLC for previewing media files.
Regarding archives, you can actually try to extract files from them, even when they are incomplete. This usually works best for archives that contain a lot of smaller files rather than a few bigger ones. I often do this myself with rar or zip files that contain audio material to get an idea of the bitrate, sampling rate, and number of channels that were used for encoding the material.
