There are two ways to preview your ad before publishing on your site.
Once you create your ad you will see a box that says Preview on Your Site.
The first option is the public preview link which can be used to send ad samples to your clients. This way they can see their ad and suggest any edits before it goes live on your site.
The second option is the Preview this ad on a live page. This will show you what the ad will look like on your site. Also, it will let you test the ad in different zones and also show your client what it will look like on your site when it goes live. All you need to do is select the zone you would like to see the ad in and also input the URL of your site. Once you have done this you will click Generate Preview URL and a link will appear below with a sample if the ad on your site.