There are a few ways to do this:
1. While creating the campaign in the email editor, you can send a test to yourself by clicking the button in the top right corner labeled 'Send a Test'.
2. After creating the campaign, you can 'Test this Campaign' which sends an email to your inbox.
3. Just before you send the email out to your contacts, you can click on the Send a test to myself button which is on the confirmation screen.