In OS X, if you want to view a certain number of pictures, you have to select them all before opening in Preview. If you just select one, it'll just open that one and you can't view the others.
In Windows, if you select one picture, you can still scroll to other pictures in the folder - so you don't have to think beforehand which pictures you want to see.
BUT if you're used to the OS X style / just want to view certain pictures in a folder, you can still select those you want to see, and when you scroll in Windows Photo Viewer, it'll only scroll among those you originally selected.
Update 5 Jan 13Wait, there's something very stupid about Windows - the photo viewer ignores the photo's orientation data! All your photos appear as landscape format! This makes it pretty useless to view photos. It's a bad idea to actually rotate your photos - this makes it very complicated to resize or print (are you changing the width or length of the longest side?). Can't Windows get anything right?