Drupal 7 & OpenLayers - Can see sample map under OpenLayers Admin: Preview but NOT under Views: Preview
Openlayers is generated via JavaScript so wont display in the views admin. Save your view and check the page/block.

If it is still not working check the width of the map. Sometimes, when set to auto the map will collapse showing nothing. Set a fixed with and check again. If it works then some simple css will fix the rest.

Good luck :)