SCREEM provides an in program preview so you can check your pages as you go along without having to launch an exernal program.
Currently the preview window is using GtkXmHtml, which is aimed at HTML 3.2 rather than HTML 4.0 and it also has quite a few problems. The use of this will change in the future, hopefully when Gtkhtml stabilises that can be used, and also when Mozilla is ready then that will hopefully be embeded via bonobo - the Gnome OLE style object embeding mechanism.
When you want to preview a page you are working on then simply click on the preview tab and you page will be shown. There is no need to save the page first as there is with the external browsers.
WARNING: One of the main problems with the GtkXmHtml widget is forms. If you are editing a page with any forms in then I do not advise you use the built in preview. It also doesn't support things like java or javascript.