Not enough info.
What version of ID? What version ADE?
Sorry. I am using CS4 and not sure which version of ADE (downloaded it a couple of months ago). I have created chapters, cover and contents (using cross-refs). Export book to digital editions. Open in ADE and it says there is no TOC. And in Text Wrangler, no toc.ncx file is listed (only .css and .xhtml pages). I'm very new to this.
If EPUB is your target you should upgrade to CS5.5. CS4’s tools were rudimentary at best.
There’s a new preview version of ADE 1.8 available on Adobe Labs but even at that you should be probably be thinking about previewing on the targeted device.
I discussed this a bit on InDesign Secrets last week. http://indesignsecrets.com/when-to-use-and-not-use-the-preview-panel.php
Be sure to read the comments.