Yes, casinos do track your winnings, but if you're worried about the IRS, you'd have to be winning big (extremely big) to be flagged. As long as you stay on the right side of the law as far as taxes are concerned, you can rest easy that your online winnings are safe.
Your activity can be tracked, including your winnings and losses. Online sites do everything they can to keep their players safe online, but it's also incumbent on online users to ensure they're using secure networks and different passwords. So, the answer to Do casinos track your winnings? is yes.