Hi Lily,
Your sentence : "I am sure of that the team has won the game."
I have a gut feeling that you use "of that" as we often hear others saying: "I am sure of that".
In your sentence, "that" is referring to the fact that "the team has won the game". Therefore, by using "that" and "the team has won the game", you are describing the fact twice. This is repetitive.
Therefore, you can write: I am sure that the team has won the game.
Hope this helps.
Cheers,
Lance