I gave examples of cards I own because I never download the free previews.
They are just examples, so even the free previews will have the same demo files.
If you have any previews showing in the 'previews' tab of the app, then, yes, they are downloaded. There is no easy way to find out which ones are downloaded, since only the last seven will show (and play).
Just check the path I above named for any cards you do not own, and you will see the free previews.
You can select multiple cards at once. In your collection, if you do this, you can then right click the trash bin icon and click 'delete previews only'. You can select all cards showing with Ctrl-A. This however will not select any cards hidden by search or filter.