Sure:
I just took one random scene from the c4d/library/materialpreview/ folder and changed the scene.
Here I used the shader ball which you can find on the forum or here
https://www.corona-materials.de/en/manual-upload and changed the scene accordingly and the rendersettings etc., then saved that version back into the folder. That is all
When I chose the ball for the matprev, I have to make sure it uses the original scene because otherwise the ball would float in the air. (haven't looked much into that)
Fun fact: you can use native c4d materials with such corona scenes and diffuse,spec and some other attributes will change on the crn matprev.
edit: I think you meant to generally show certain types of previews like Arnold does. That was a misunderstanding.