When I was a Canon user, I could preview the CR2 raw files in Windows Explorer thanks to the installation of the Microsoft Camera Codec Pack. When I switched to Nikon, this didn't work anymore and I think this is because the Microsoft codec hasn't been updated for quite some time.
However I recently came across a Nikon Codec which allows the preview of their latest camera NEF files in Windows Explorer. See this link if you want to download it.
It works for me.
Dave