Move the mouse over the button in the preview area. See how it changes its appearance slightly? This is the buttons highlight state. (Buttons become highlighted when you move the mouse over
them.)
Click on the button in the preview area, and it changes its appearance again. This time, you're seeing the buttons down state. (Buttons are typically pressed down when you left-click on them.)
Move the mouse away from the button in the preview area, and it returns to normal. This is the buttons up state.
Note: The Preview pane allows you to try a button before you add it to your project.