Can I claim refund stcg tax on stocks?

Yes,

You have to file your income tax return after the year end by declaring your income. If your income is below taxable limit the entire amount (with interest) will be refunded by IT Department.

Form 16A is a certificate given by deductor to you showing the amount of tax deducted from you and paid to Govt.

Form 26AS is your account with IT Department, there you can see all the tax deducted from you, your advance tax payment, self assessment tax payment etc....