Please check and make sure the Office Web Application 2013 is installed, and then check the two points per the following article .
1. Verify that claims-based authentication is used by the SharePoint web application that is used to create the new document
2. Make sure that the WOPI zones match on the SharePoint 2013 and the Office Web Apps Server farm.
(Problem: When you select the "new document" link in a SharePoint library, you are prompted to upload a document instead of having the option to create a new Office document. Choosing (single-clicking) an Office document opens the file in the client application.
Previews of Office documents are not displayed.) http://technet.microsoft.com/en-us/library/ff431687.aspx#tshoot
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