Maggie, if you want to open multiple items at the same time, you can, but you can't *place* multiple items onto a page (at the same time) in Photoshop from Bridge--you have to do it one at a time. Here's some different ways to do things:
1. Open a new layout blank page. Highlight one file in Bridge, go to the Bridge menu, File--Place--in Photoshop. It will place the file as a Smart Object for you to accept by clicking on the checkmark in top grey bar. You can proceed to do multiple files like this, one at a time. Each will go in as a Smart Object which can be resized at will with no loss of resolution--good when you don't know how big it needs to be in the final layout. Once you've got it at final size, just rasterize the layer.
2. Double-click on one or more files in Bridge; they will all open as separate files in Photoshop. If you click on a different kind of document (text file or pdf file, for example) it will open in your text reader or Adobe Acrobat Reader, respectively. Click on an Illustrator file and it will open in Illustrator. You can then drag it over to your layout page, but it will have a generic name, such as layer 3, etc.
3. Select more than one file in Bridge; go to the Bridge menu bar and choose Tools--Photoshop--Load files into Photoshop layers. This will open all the files in one document (the size of the largest item), in separate layers. The nice thing about this command is that each layer is named the same as the element/paper name--a good way to keep track of what you've put on the layout. However, it's not going to put the various layers into a document you've already got open, but you could highlight all those layers in the new document and drag them to the layout doc; they'll all be named correctly and all in the same order. If you were to open a 12x12 paper and a number of elements with this method, you'd have a 12x12 layout doc with all the layers named as they were in the kit.
I don't know exactly what was meant by the error message you got from clicking on the preview; they're generally just a jpg file which opens naturally in Photoshop. You may have to check your preferences to see how you've got things in File Type Associations (which application is set to open the various file types).