If you use Windows Explorer's Preview Pane to preview a .dwg file, you may have noticed that it doesn't preview.
If you try to open the file within AutoCAD, you will be able to preview of the dwg file.
The solution in this scenario is to install Design Review 2013 and DWG TrueView 2013. Starting in the 2014 product line, this is not part of the media anymore so you will need to download it from here:
Design Review also adds some components so that you can preview .dwg files in your web browser.
Thanks to Patrick Harris for confirming that this tip worked.