The attached image is so small it's not clear what you have done for the page. From what you have described, it seems to me that you want to provide a better context for users on what a link is for when they scan the page.
A quick improvement would be to add icons after the links to indicate what type of file they are, and if the user will be redirected to an external site. For example, on a Google SERP, it is easily identifiable that the 2nd item links to a PDF file due to the extra icon:
Here are links to fontawesome.com icons that you can use:
As for image previews, I feel that is unnecessary and too much work. Image previews are better if your files have distinct cover pages which will aid users in quickly scanning and identifying them. Not so if your files: 1) don't have cover pages, 2) have covers that are pretty generic, or 3) just internal, formal documentation such as Word files (you didn't mention what kind of files they are). Besides, if your users still have to decide to click the link in order to see the preview, this seems to me that the preview is not essential anymore as the user has already read the link by that time.
In addition, how does the download occur if the click action opens a thumbnail preview, but does not open the file? How will your preview work in mobile devices where you don't have right-click and on hover events?
Some specific design improvements you may consider:
- If you just want to publish a list of links/resources, then you may opt for a cleaner, single-column, list-item layout similar to this:
The divider lines seem unnecessary visual noise and actually hinders scanning
- If you have a lot of resources to list, you may include a Table of Contents (TOC) section at the top of the page similar to Wikipedia which will move the page to specific categories:
- You may opt to include "Back to top" links per category going back to the TOC as the example in 1)