Unfortunately this isn’t covered in that codex page. These previews of the themes aren’t auto generated. You will need to take a screenshot of your theme, and upload that screenshot to your root folder as ‘screenshot.png’. This screenshot will be automatically used then as a theme preview pic for your theme.
I quote from the Theme Development page in the codex about screenshots for theme preview pic
Create a screenshot for your theme. The screenshot should be named
screenshot.png, and should be placed in the top level directory. The
screenshot should accurately show the theme design and saved in PNG
format. The recommended image size is 880×660. The screenshot will
only be shown as 387×290, but the over double-sized image allows for
high-resolution viewing on HiDPI displays.