The United States and its democratic allies clearly won the Cold War.
The Cold War was a struggle for power pitting the communist bloc against the democratic and capitalist West. Each side was, in effect, trying to ensure that its system would come to dominate the world. Today, democracy and capitalism are much more prevalent than communism. Democracy and capitalism continue to spread while communism shows no hints of doing so.
Today, only isolated countries like Cuba and North Korea remain communist in any serious way. Of course, China is nominally communist but this is really in name only. It is much more of a capitalist country (though by no means a democracy). It is focused largely on getting richer, not on spreading its ideology.
During the Cold War, it was not clear whether communism or democracy/capitalism was going to end up being used by most countries of the world. Today, it is clear that democracy/capitalism is dominant. Therefore, the West won the Cold War.