I had been approved (I-130)
Yes, you need to talk to an immigration attorney about survival spouse benefits.
NYC EXPERIENCED IMMIGRATION ATTORNEYS www.myattorneyusa.com; email: firstname.lastname@example.org; Phone: (866) 456-8654; Fax: 212-964-0440; Cell: 212-202-0325. The information contained in this answer is provided for informational purposes only, and should not be construed as legal advice on any subject matter.
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Yes, you can complete the process, but you should consult a qualified immigration attorney for guidance. The approved I-130 petition automatically converts to an approved I-360 upon your wife's death - you will need to send a death certificate to USCIS. You haven't mentioned whether you are adjusting status or consular processing (and if the latter, whether you will need a waiver). If you were going to need a waiver, upon the death of the spouse, you will automatically meet the hardship requirement, but you will have to show that you are entitled to a favorable exercise of discretion. I realize I'm answering more than you asked, but that should highlight the need for you to speak with a qualified immigration lawyer. You can find one in your area at www.ailalawyer.org. I am so sorry for your loss and wish you the best of luck with the completion of this process. I have attached a link to USCIS's webpage would may provide you with a little more information.