This has several reasons. See below for possible solutions.
1. It has to do with the maximum size of the file. The size of the file for the preview may be no larger than 2 MB. Go to the module downloads in de admin environment and check the size of the file. This is described when downloading the preview:
If its not possible to compress the file to max 2 MB you can try to add the image as an URL. You have several tools to compress an image to an URL. Like: https://i-converter.com/files/jpg-to-url.
2. The file is not an image file. The allowed types are:
JPEG (or JPG) - Joint Photographic Experts Group
PNG - Portable Network Graphics
GIF - Graphics Interchange Format
TIFF - Tagged Image File