Is it possible to receive audio in preview window in iMovie 11 when I import vhs-video through DV converter?

No. You will not har audio during import in iMovie 11. iMovie will import files in real time, slower than real time, or faster than real time depending on the Media and the speed of your computer, so for most of those combinations, audio would not make sense. I agree with you that it would be helpful to have audio when importing from tape, but I would suggest using headphones from your tape deck.