Is it worth going to preview event for accepted students?

If by "admitted (accepted)" you really mean "those who accepted their offer," it's just a nice, welcoming gesture. During course work, you'll work so closely with and next to your future fellow students that you needn't worry about falling behind socially if you don't attend.

If people have been admitted but still weigh offers from different schools, it's a marketing event in which faculty and current students will try to present their program - and the campus it's on, and the city and state it's in - in their best light. While it would certainly be nice to get to know other prospects, it is probably more helpful to use such events to get a feel for how you might get along with professors and such, and if the city is too busy - or not busy enough - for your taste.

If you're not rich with extra time to spare, it's probably only necessary to fly in from Europe if it's case 2, and you have genuine questions or concerns. These can be nice events, but I'd think twice before flying for 6-10 hours each way on your own money - as long as you can't combine it with a longer vacation or so.

I definitely wouldn't go just to "build social relations". You can do that when you start school in the fall.

The reason to go is to help you decide whether you want to attend. If you're already decided, then going is not worth your time or money. If you're undecided and they're paying for travel, go. If you're undecided and you have to pay for travel, you must weigh the cost of airfare against the benefit of seeing the place firsthand and meeting people before you decide which school to attend.