Tense is normally all about time. Asking someone to talk about tense without talking about time is a bit odd - but in this case, it isn't just about time. In this case, it is also about emphasis.
In "I won" - you are usually introducing a specific event. You would normally use this form soon after winning it. It is an announcement.
In "I have won" you are talking about something that has happened at some time (OK - sorry, I mentioned time;) It wouldn't necessarily be recent. You would typically use this perhaps to show someone that you are qualified, or that you were capable.