eBay don't provide refunds to buyers, as much as they get money back from the seller in order to refund (in most cases, anyway), so it sounds like your seller is advising you to open a request through eBay.
But... Having looked at the listing for the item, I can see that it was sold on the 29th of October; which would generally mean it is well past the timeframe for an eBay request (they can only be opened up to 30 days after the last estimated delivery date that was provided with the purchase, so unless the seller had a longer than normal handling / delivery time, it's unlikely the eBay option is still available - if that is the case, the seller would know that, so they may be attempting to send you on a wild goose chase).
If you paid via PayPal, you could still open a dispute through them, if the item is not as described, or never arrived. If it's a "not as described" case, just be aware that you will generally be required to send the item back to the seller via tracked postage (not cheap, more than the item price, since the seller is located in Hong Kong). You might be able to get around that by signing up to PayPal's refunded returns scheme though, as they will cover return postage costs up to $45, a few times a year (from memory).
