Yes you certainly can.
However, its quite rare that it ever gets to that as not only do NetEnt Casinos have to adhere to fair conditions in order to maintain their licences, they also have arbitration processes which help to mitigate any grievances.
If you feel that you have not been treated properly, you can then contact the licensing jurisdiction on your own all through a lawyer and they can look at your case and come to a favourable conclusion.
If this path still does not yield a satisfactory conclusion, you are well within your rights to sue the casino.