The error is quite specific and is letting you know the theme you're trying to preview is missing some required files.
Are they missing? That's the first step to take so jump into the code editor and look under the layout folder. If you don't see a theme.liquid file in there you know the error is correct. If you do see the file then something feels very wrong so you may want to contact the support team.
Since you're trying to preview it I assume it's unpublished and might be a copy. If that's the case you may be able to copy the files from the original to get the preview working again.