I don't think you can get a preview of the files in a Folder.
The intention of a Folder of files is to make it easy to present a large number of files, and allow users to download them easily. The aim of the Folder resource therefore is not to display the files, but links to them. As you say, you may be able to preview .pdf files in other ways (provided the viewer has a .pdf reader or browser plugin to render these).
Hope this helps, Stuart.