By the end of George Orwell's 1984, Winston is a broken man. His mind has been destroyed, his will shattered. He has turned his back on Julia. His resistance to the Party is gone. He no longer even questions the Party. He is ready to merely accept its decrees, mindlessly, totally.
The quotation referred to here, then, “But it was all right, everything was all right, the struggle was finished. He had won the victory over himself. He loved Big Brother,” is highly ironic. Everything is not all right. Winston has given in to mind control and tyranny, giving up his freedom and turning his back on love. The struggle is indeed finished for Winston; he no longer resists the Party. He fights no longer to retain his own thoughts.
Indeed, a victory has been won, but Winston is not actually the victor. In fact, he has lost himself. He is no longer the independent thinker, the rebel, the questioner he once was. Only in the eyes of the Party is Winston victorious. The Party has overcome him far more than he has overcome himself. A true victory would have meant Winston overcoming his temptation to give in to the Party and its torture. He would have conquered his fears and held fast to his beliefs. He would have even become a martyr for the truth. As it stands, Winston has suffered a severe defeat.
The last sentence of the quotation, “He loved Big Brother,” is also ironic. Winston's feelings toward Big Brother are far from actual love. He has submitted to Big Brother out of fear. He is no longer able to resist; he no longer even tries. He goes along so that he will be safe. He suppresses his emotions and his own ideas. He becomes a robot, but of course, a robot cannot love. True love requires freedom, and Winston no longer has freedom. He is merely another slave to the Party.