You do not need to worry about the details of the preview files - the API functions LlStgsysxxx() do that for you.
All of these functions are exported by the C?LS29.DLL. This DLL, which you will usually distribute with external viewers, is as small as possible. If you wish to use this DLL via an import library, you need to link to the C?LS29.LIB file. In some programming languages, it is sufficient to include the respective declaration file.