Since this is a frequently visited topic and there have been changes please note the following points.
The discussion above was about Preview Pane but it is the same system dll used to Show thumbnails of files on desktop and also when installed can be used by MS Outlook.
If your system is 64bit use 64bit installer UNLESS you are going to attempt to hook into a 32bit Outlook in which case you need 32bit.
This point alone needs careful consideration, attempting to use both causes problems, less common now to see 32bit Outlook but it can be the root of preview conflicts.
SumatraPDF installer by default does not show the extra system hooking/ integrating options that need to both be extracted and registered.
Press the options button in the bottom left thats why it is there
Check the option to
Let Windows show previews and importantly consider if this impacts other users, IF there will be other users then install into common \Program Files\ i.e. NOT the application default of a personal area.