Just winning the bid isn't enough. You first have to check if the domains are registered under the seller's name and he still owns it. The expiry dates of the domains etc. Then you can proceed with the next steps i.e. payment and domain transfer.
if you are doing a big deal of many domains or any expensive domain, you should better complete the deal through escrow service, although its time taking process. You are assured of a good deal there. Check where the domains are registered, and you too need to have the account with that registrar to have an easy transfer of the domains.