Gambling in Great Britain is tightly regulated, although you should always check that you are dealing with a licensed operator. You can check this on the Gambling Commission website. If you gamble with an unlicensed illegal operator, then they are not regulated, and there is no guarantee that even if you do win, you will be paid your winnings. Nor is there any guarantee the game you are playing is fair, and based on chance, not fixed to ensure you lose.
If you are using a licensed gambling operator, and you have a complaint, then in the first place, you should contact that operator directly. Ask for a manager if you are visiting a gambling establishment, or look for a "Contact Us" page if you are gambling online.
If the operator does not resolve your complaint, then you can contact the Gambling Commission. It has a page with advice on complaints here.