The first sentence tells you which form to use. :)
"I see your team's in the final." = talking about the present.
"Have they ever won the cup?" = talking about the present.
If you're talking about the past, it will go something like this:
"As part of my sporting career, I managed a football team for about fifteen years."
"Did they ever win the cup?" (ie. in the past, when the first speaker was manager.)