Multi-site Live Preview not working in Craft 3
Update

This has been implemented for the upcoming Craft 3.1 release.



Currently Live Preview will only work across sub-domains (i.e. site1.domain.com and site2.domain.com), not completely different domains (site1.com and site2.com) 
 Here's a guide on how you'd set that up: https://craftcms.com/guides/using-live-preview-across-multiple-subdomains

In order for it to work across completely different domains, https://github.com/craftcms/cms/issues/1521 will need to be implemented.