First allow time for delivery. Twenty days for Canada or Europe,30 for Asia or the USA.
Then contact the seller. If the results are unsatisfactory, start an Item Not Recieved dispute through eBay's Ressolution Centre.
Mail loss is vanishingly rare. Damage is usually because of poor seller packaging.
You can also leave feedback and Detailed seller Ratings to describe the transaction. You ahve 60 days for this.