On iOS devices when you begin downloading the file automatically starts streaming.
It is not possible to play files from the preview play button.
Depending on the iOS device, some file types may not be able to be played.
For supported video formats for each device please check the following.
iPhone4S - Tech Spec
iPhone5 - Tech Spec
iPhone5c - Tech Spec
iPhone5s - Tech Spec
iPad2 - Tech Spec
iPad (3rd generation) - Tech Spec
iPad (4th generation) - Tech Spec
iPad mini - Tech Spec