Can a seller on eBay not sell the item after you have won it?

No, once an auction has ended with yours being the winning bid, or you if have hit the Buy It Now button, you have won the item and the seller is obliged to sell it to you.

In a similar way, the buyer is obliged to pay for an item after they have won it even if they have changed their mind.

Sometimes a seller will end their auction early, even if they have bids; it is bad practice from the seller but it is allowed in some circumstances (for example, if the item has been broken) and must be done before the auction ends.

If the seller refuses to sell the item the buyer can report them for "seller non-performance" and can leave negative feedback for the seller.

If the buyer has already paid and the seller refuses to sell, the buyer can "open a case" with eBay, or PayPal, to get their money back and they can also leave negative feedback for the seller.