There are casinos that are very good even when they have no license, but that's rather a rare case. On the other hand, there are licensing authorities that are completely useless when if comes to helping players and deciding what's fair and what's not fair.
Anyway, whenever the casino is licensed, it gives you the possibility to contact the licensing authority, but when it's not licensed, then it basically means that you play on someone's website who has some payments options there and games as well, but that entity isn't controlled by anyone and if they decide to stop paying the winnings or accept problem gamblers, they can simply do so. It's all up to the website owner.
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