This is a feature that is only available for Cura. To make it easier to select which file to print on Elegoo Neptune 2 (and 2s), you can save your gcode files in form of TFT format, so the slicer inserts a thumbnail to the gcode, and your printer can display it.
Open the Marketplace by the button on the top right of cura
which would allow you to find Mks wifi plugin
Accept the license to install this plugin, then restart cura for it to take effect. Then you will need to activate it by selecting Menu => Settings => Printer => Manage Printer
Then select MKS Wifi Plugin to activate
Switch to Preview settings to turn on preview
If you are using Elegoo cura, they bundled Mks wifi plugin by default. but there is virtually no reason to use Elegoo cura. It’s based on Cura 4.8 which is very outdated (released on November 2020). The only reason you should install Elegoo Cura is that you can copy the start and end code and settings for your Neptune (it’s still not support by Cura), and that’s it.
Go download the latest version of Cura at Ultimaker Cura: Powerful, easy-to-use 3D printing software.
Another alternative, even simpler, and without MKS plugin is to use the post processing script. Menu => Extensions => Post Processing => Modify G-Code
Choose Add a script then select Create Thumbnail. By default, the thumbnail size is 32×32 which is way too small. I select 128×128 instead.
Now you will have a small icon next to Slice button. Clicking on it will open the Post Processing Plugin window. Note that you can see how many scripts you added (For me it’s only 1)
Slice as usual and copy your gcode files to microsd. Next time you select something to print, you will be able to see the preview of it