Escalate the Claim , do not close it.
Hello 'jefwan-1',
<<I paid the money through Paypal for my won item, but I didn't receive it .... So I opend a request. The seller... he didn't send the item.>>
First of all, you paid from a paypal account, yes? Does the transaction there show it was paid and the money is gone from your account?
<<He advised I close the request and he would get the money and send the item. Dose that work? >>
Absolutely not! He is tricking you into closing the case and you will never hear from him again and he will keep both the money and the item.
When you opened your dispute, have you escalated your claim? If not, do so now, and say that the seller admits he did not send the item.
Do not close the claim until you have your refund. Do not accept any promises that the seller will send it to you. He is very clearly trying to scam you.
<<And why didn't he get the money right away after I paid by Paypal? >>
If you paid out of your bank account that is called an e-cheque and can take up to 10 days to clear. A seller would know this and would tell you that exactly. No honest seller would behave the way he is, if it is unfolding as you say.
The item has not been sent. Get your money back. And once you open a claim, never close it until you have your refund because once it is closed it can never be reopened (meaning you lose).
For future reference here is ebay's Help page about what to do when there is a problem:
http://pages.ebay.ca/help/buy/item-not-received.html
Good luck 
