Game View
A preview of how your scene will look from the perspective of an active camera can be found in the Game View. This is also the view where you can test your game when going into play mode.
It should be noted that when play mode is active, as soon as this window gains focus it blocks input to all other windows. Hold alt to temporarily disable input to the game view and regain input to all other windows, then click any window to focus it. You can then let go off alt without losing input.
You can switch display outputs with the dropdown at the top left of the window, keep in mind that if no cameras are present in your scene that render to this display then the render will be empty.