Most moral philosophers today agree that it isn’t always wrong or immoral to harm a person. For example, if I arrive at the store and buy the last gallon of milk moments before another person arrives who also wanted to by milk, then I have definitely harmed him – but I haven’t acted immorally. So no, most philosophers would agree that winning isn’t wrong.
Also, if you are playing some sort of game in which there has to be a winner and a loser then it could be argued that the other party implicitly accepted the possibility that they would lose when they agreed to play.