You can only preview flash if their is only one file involved swf. when their are more then one file like a xml file or folders then you will not see anything and a load error may accrue, this is due to the swf file not being able to find the xml file which has the info in it for the images.
To actually see the ablum you will have to publish the page and upload any files and folders on to your server in the same place as the pubplished page.
Once you have done that then you should see something along these line. Gallery Demo

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