Live selection of elements

As seen on the video tutorials. On windows I can’t get the preview to highlight the selected items.

How does one enable it?

As long as you use SublimeText 3 together with the Fuse plugin it should just be a matter of enabling the “Select element at caret”-option under the “Fuse” dropdown in Sublime. You should then get selection cues (highlight boxes) in Preview showing which UX tag you’re currently inside in Sublime.