when I import multiple wave sound files (the only way is via the library, right?), I don’t have the preview icon playable (it’s grey).
Is this only when you import multiple sounds or also with single sounds? As far as I know the preview in the library is for artwork so I don’t think you can actually use it to listen to sounds.
That’s right, you can’t pre-listen to a soundtrack in the Template Library.
As for the import of sound, you can Import Sound in the Timeline and listen to it there and then remove it if you don’t want it.