Is there a way to change which latex file is previewed? My project involves several documents.

A project can only have one main file at present -- it's the one that loads up when you visit the document.

A simple way of compiling another file is to put:

\input{other-file.tex}

as the first line in the main file -- before even the document class. This will cause us to compile that file instead, and LaTeX will ignore the rest of the "main" file..