I read this topic and got interested in this preview component, too.
At first, I couldn't find it either, but... when I moved the mouse pointer on component pallete, from frDesigner (which appeared to be the last component on LazReport tab) slowly to the right -- another component icon appeared! That was it!
Now it is there, and I can't reproduce its dissapearence any more, not by uninstalling and reinstaling lazreport package.
Strange...