No, “when” should not be pronounced like “one.” It’s more like “eh” than “uh.” Instead, it sounds like these words: ten, then, send, spend.

No, it's wrong. In real life, it usually would be "close enough," because the meaning of "when," "won," and "one" are so different that your listener would understand without even thinking about it. But it is wrong. In everyday, rapid, fluid speech the sound of the "e" isn't very clear, but it is more like an indefinite schwa, "ə," not a clean "uh." That's just sloppiness, though, and not something you should try to imitate. "When," "den," "fen" (wetland), "again," "hen," "ken" (understanding), "men," "pen," "ten," "Zen," and even "wen" (a sort of pimple) all rhyme. This sound is very common in English, so if you aren't pronouncing it well, it is worth trying to improve it.

As you said below, when you speak English the vowel "e" gets a bit smeared over, but it's still there (just very subtle). It's not completely silent ("whun" as per your description), and natives will of course feel that it's not quite right. It's not a big deal of course, but still, it's better and healthier to pronounce it fully until you get more used to "fast" sounds.