I keep reading this, is it meant to be a joke? What is being won?

It's the only thing he knows. Declare victory, never admit losing anything, ever.

"Dobias later said that young Trump “always had to be number one, in everything. He was a conniver, even then. A real pain in the ass. He would do anything to win” (D’Antonio, Never Enough, 43)."

They're referencing Trump's constant insistence that we won or are currently winning. He never, ever admits defeat or concedes any ground, everything is a victory, nothing is a loss. Trump also famously said (paraphrasing) "We're gonna win so much, we'll be tired of winning".