Is it possible to have stargates on different planets and see the wormhole between the two?, And maybe an animation of the stargate "Locking" onto the other stargate?
Certainly not easily. Celestia does not currently support the display of animations, except for a crude form of page flipping by using Beginning and Ending SSC directives.
Maybe you can fake an end by placing an image texture (a panorama?) representing its destination on the inside of a hemisphere that has inward pointing normals (so that only the hemisphere's inside is visible).