How to create a Pre-prod environment for Microsoft Purview

I believe you have basically two options:

• setup a Pre-prod M365 tenant with all the necessary M365 workloads. That's a lot of work and will only make sense, if the teams responsible for the other M365 workloads use it too for their testing purposes. However, I don't think there is a good way of deploying policies from one tenant to another. 
• use the Purview Prod environment and limit the scope of your test policies to a test user group while testing - alternatively set policies into simulation mode before turning them on and evaluate the simulation results. That works fairly well when dealing with DLP and Information Protection policies.

Hope that helps.