I've installed VS 2015 sp3 + ADLA Tools 2.2.5000.0
When i click Cloud Explorer -> Select a U-SQL Table -> Preview By Running a Job, it runs a U-SQL job that pulls some data to a csv file and next i can preview the file.
But some people show the screen bellow at forums. Where i can find it in GUI? Maybe ADLA Tools installed incorrectly :). Or maybe these people have an access to a beta versions of ADLA Tools?