The risk depends on the developer preview features developed on main. Currently, we don’t have breaking features - only addition features which would allow dune to do more things. Even if by mistakes some broken features are pushed to the preview, it is always possible to remove the binary and everything would go back to past dune behavior.
Currently, we only support the installation from binaries, but we are considering other methods. It is also possible to build it from source, but it misses the preview aspect. For the installation, you can check the instruction on https://preview.dune.build.
The current purpose of the preview is to enhance the behavior of Dune Package Management (which is a new dune feature but already available in the stable dune release) with new features to test them with external users. As a result, you don’t need to create a switch to get started. You can find the tutorial about package management with dune on the dune documentation website 