Nonbinary is how they view their own gender. They don't really see themselves as male or female, or they can identify with elements of both, and anything in between.
Sexual preference in a partner is where you would use the terms hetero, gay, bi, poly, ace.....
Like I identify as female. I was assigned female at birth. But I am by no means a girly girl. I am more comfortable hanging out with fellas. I do like dresses, sometimes. I do like heels, sometimes. I don't like makeup. I do like jewelry. Most often you will find me barefoot. I like smutty books, and football, and crochet, and power tools, and flowers, and using my truck for truck things like hauling, towing, and pulling my husband's cute little convertible out of a ditch.
My old college roomie is nonbinary. They kind of have the same dressing and hobby and entertainment preferences as me. We are really compatible. I've often thought if I wasn't with my husband, I could see myself with them. But they made the call that they are more in the middle, and don't identify female, yet not quite male either. Their term (it may be a loaded term for some folks) for themselves is something other, with 'nonbinary' being the closest they can come with today's terminology to describe it. Yet they do have a preference in sexual partner, they are not bi or poly, maybe a little ace.
Tl;dr nonbinary is how some folks see themselves and how they feel in their own skin, not what genitals they prefer on a sexual partner.