Hello.
Most likely, in Windows Server 2022, using Edge, there is no way to set up a PDF preview in Explorer. This OS is very different from Windows 11, where it is implemented. I recommend installing a utility from Microsoft called Power Toys: https://apps.microsoft.com/detail/xp89dcgq3k6vl...
The utility is resident and consumes virtually no resources. It includes add-ons for preview in the Explorer, including for PDF. It is configured in the Settings of Power Toys-File Management-Add-ons for Explorer. The result looks something like this: