iPhone scam message - did not open picture but pressed preview
If you see it on your screen, it has been downloaded (would be difficult to show something which has not been downloaded). It doesn't matter whether you just preview something or open it in an app, technically there is no real difference. 

The question behind the question probably is "should I worry?". Nobody can say for sure without much more information about the specific content, but most probably "no, not all all".