Once an auction ends, the creator or new collector has the option to claim the NFT. After the NFT is claimed, ETH will be deposited directly into your wallet. To verify this transaction, go to Etherscan, paste your public key (wallet address) into the search bar, and navigate to the Internal Txns tab located in the middle of the page.
There, you'll be able to see whether or not you have received payment.
Please note that payments are not visible in the "Activity" tab in your wallet because that only shows transactions initiated by you.