How can you be sure that the executor of your WILL do everything you wanted in your will but just keep everything theirself.?

Because first you choose the correct person who is honest and secondly your Will has to go through legal probate and being an executor is a legal responsibility, the job is that follow the law with regards to probte and the terms of the Will

You cannot be certain unless there are heirs other than the executor (who can also be an heir). The executor must make an accounting to the heirs of the estate regarding all expenses and assets of the estate. Any heir can challenge the executor in court if they feel the estate is being mismanaged or there is fraud.

If the executor is the sole heir, then it doesn't matter since they answer only to themselves.

Well, wills are public, so any relative can see a will and find out that he or she is a beneficiary. A relative could therefore accuse an executor of fraud or theft.

They are bound by law to do so. If you don't trust that person, pick someone else.