What I mean is letting people see the page before linking so they know what's going to be on that page. Picture a small window taking a look at a page before you open it.
There are so many potential answers to that particular question, it's impossible to say without some sort of context.
If you want to interact with the page, use an iframe
If you want just a preview of it, use an ajax load
and if you want a scaled preview that you can't click on, use images - ajax load will actually load the DOM elements of the body of the site you give it
Unless you create a snapshot image of every page of interest to be displayed on hovering a link to it, there would be no benefit in doing so, because every other mean would require an actual download of the target source before you get it displayed on whatever you may have decided to display it onto.
But I'm pretty sure you may be able find scripts that generate thumbnail images already available on our wast www.
Many third-party resources exist or you can install one of several well developed scripts (in eg PHP) on a server under your own control. Google eg. "url thumbnail preview" for online resources.