E-bay auctions

When one wins an e-bay auction how is payment and exchange of goods made? Can it be done without paypal?

technically you can pay any way you want. Just be carefull. NEVER NEVER NEVER pay by western union. NEVER NEVER NEVER. Beware of phisher who will try to convince you that Ebay protects Western Union or phishers who try and get you to use a phoney third party paiment options.

Your only options when you win an auction are the options the seller accepts. They will be listed in the auction. Paypal is probably the most universally accepted, and most feel the safest. There are also some third part, (forgot the name) but holding places, where the seller sends his stuff to you send your money and they pass them on, they cost, and it appears few people use them.
Money order, and personal checks are the next level of safety and Western Union’s seem to be a favorite of the scam artest.

As a seller I have accepted Money orders, and request US postoffice ones cause I can cash them at the post office when I send the package, and I get cash, so I know they are not forgeries.

But again, it is all up to the seller.