On any page dialog box, click the Preview Page button in the dialog box toolbar.

The individual page is displayed without the sidebar or services bar. The links to drill down elements and navigation buttons are displayed, but the links are not functional in the preview.
 
It's True! You need to generate your complete course once before you can preview individual pages.
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Web Course Builder Tutorial
| 1 | Building a Course | 
| 2 | Adding Page Elements | 
| 3 | Adding Tests and Surveys | 
| 4 | Changing the Appearance | 
| 5 | Managing a Course | 
| 6 | Using Service Bar Features | 
| 7 | Tracking Test Results |