M-Files Desktop doesn't have out of the box support for MS Project file preview. You can find a list of the supported file formats in the user guide: Document Preview
It is possible to extend the support for other file types if you can find a third-party application that provides the previewing capability. I'm not sure if such an application exists for MS Project files, though.
The user has MS Project installed on his computer, he is able to open the file, but the preview is not shown in M-Files Desktop. Is there a way to allow the preview in such case?
If the application doesn't have previewing capabilities then M-Files Desktop cannot provide preview either. You can test the preview also in Windows Explorer as M-Files Desktop is using the same previewing capabilities.
