I’m not too sure what you mean by this but you can “quick preview” most file types by hitting “spacebar”, a pop up window appears and hitting space again gets rid of it. It can view images pdfs, even .3dm’s. And you can navigate through files using the arrow keys. There shouldn’t be any need to open any files in preview or another app to look at it.
It definitely isn’t Windows, the UI does take getting used to and personally now, if I had to switch back to PC I would struggle as well.
In terms of photoshop and rhino not going full screen ( I think that is what you are saying?) you could always try using “spaces” you need to hit the full screen button in the top right of an application, then you can go back and forth through each space. It essentially creates multiple desktops of single applications which can easily be swiped through. you can get to spaces through Mission Control (Just hit cmd+space to bring up spotlight search then search for mission control).
Hope this helps
Oli