Technically, a preview is a time when the show is still working out some technical kinks, but it is still a full-out performance. Theoretically, the director or stage manager could call a stop if they ran into some technical problem, but the actual likelihood of that happening in a professional West End or Broadway show is pretty small.
And celebs won't probably turn up until opening night, sorry... that's the show's red-carpet night, though I suppose people with a connection to the production (like the judges) might come to a preview as well.