Cannot preview in this file - active scheme does not build this file : SwiftUI on Xcode 11 in CatalinaOS

If this is a new project coming from a copied folder and inside an iCloud folder, just close Xcode and relaunch it. The sync was not yet done.

Select the Scheme that has the current file to Preview

I experienced the same issue. All I did was to copy the "StartingPoint" folder out of the downloaded folder and relaunched the project. It worked!!!