For example, I have a series of 500 Dicom files. During the reading, I suppose that not all dicom are loaded at the same time.
Is it possible during the reading phase to display the image loaded (not the image file) file after file?
The quick answer is no, because the buffer that vtkDICOMReader reads the individual files into is not accessible through its API.
A longer answer is that the reading of images is centralized in a single internal virtual method, appropriately called ReadOneFile(), so you could write a subclass that overrides this method and does what you need. For example, you could add another output to vtkDICOMReader that is big enough for just one image, and you could modify ReadOneFile() so that it copies the most recently read file into that output.