You cannot a cheque is not an acceptable form of payment after any purchase except for vehicles, must be done through eBay checkout and the options are to pay via PayPal or by various card payments. If you check any of your listings you will see the payment methods allowed, cheque payments are not there.
eBay would see this as an off eBay sale to accept this form of payment and you could receive serious selling restrictions on your account.
Message your buyer that this form of payment is not allowed to go back to their Purchase History, find the item far right to More Actions / Pay Now and pay as described by the methods above, through eBay checkout.
@snrotty
