Arthur Masson,
I solved this problem, that code is working:
USkeletalMesh* SkeletalMesh = bAssetData->GetSkeleton()->GetPreviewMesh();
FTransform Transform = FTransform::Identity;
MeshComponent = NewObject<USkeletalMeshComponent>(GetTransientPackage());
MeshComponent->SetSkeletalMesh(SkeletalMesh);
MeshComponent->RegisterComponentWithWorld(PreviewScene.GetWorld());
FComponentReregisterContext ContextMeshComponent(MeshComponent);
FRotator NewRotation = FRotator(0.0f, 180.0f, 0.0f);
FVector NewPosition = FVector(SkeletalMesh->GetImportedBounds().SphereRadius * 1.5f);
ViewportClient->SetViewLocation(NewPosition); // Set up new position of camera
ViewportClient->SetViewRotation(NewRotation);
PreviewScene.AddComponent(MeshComponent, Transform);
All that is needed is to register a component used world scene preview:
MeshComponent->RegisterComponentWithWorld(PreviewScene.GetWorld());
I hope, this helps somebody, Thank you for code-viewport!