Preview is the same as our theme
The appearance of windows in the Activities preview from the GNOME shell depends on the theme we have installed. We can not add an additional window frame in this preview. From the default theme Adwaita there is then not much difference from an active vs. an inactive window. It is hard to spot.
Unfortunately we also do not have much options to change the windows decoration of an installed theme by design. However below are two examples of other themes which both have a better contrast from the active vs. inactive windows:
There is not a great difference, but it is a theme many users like. We can see that the active window's title (gnome-tweak-tool) is slightly darker than the titles of the two inactive windows (terminal, firefox).
This is one of the default themes that comes with the Ubuntu GNOME remix. Here an active window has a blue title bar, and a small blue frame. But this then is at cost of a somewhat more retro design.
It may take some time until we found a theme we may like. A starting point to look for community contributed themes is GNOME-LOOK.ORG but we may also try to make our own theme if we feel like spending hours customizing. Also see