DD: you have a couple of options presented in the thread here (eta, I see others now too)
1. Just setup the new site on an IP from your new server and access it via the IP for preview and testing purposes. Assuming your internal links are relevant paths versus full http links, you should be able to preview it without issue.
2. Assign the new site to an IP on the new server. Follow the link DamianJ provided and add a new line to your HOSTS file with the IP and the domain you want to resolve on the IP, on the same line.
Your HOSTS file can override the IP's existing on which existing sites resolve. You could edit your HOSTS file and put GFY's IP in it and assign the IP to Yahoo.com. Then anytime you typed in gfy.com in your browser, you'd end up on Yahoo.com.
Once you are satisfied the new site is doing exactly as you want, edit the DNS for it at your registrar, and then the new site will replace the old one. (If you used the HOSTS file method, then you'll need to remove the hosts entry you added).
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