Everything isn't alright for Winston at the end of 1984; far from it. Broken and brainwashed, he has effectively been tortured into loving Big Brother. And because he's been brainwashed, he no longer has the capacity for independent thought or the ability to stand up to the regime.

From Winston's standpoint, then, things are very far from being alright. But the point is that Winston has now reached the stage where he no longer knows what's in his best interests; all he has to go on is what the Party tells him to think. And as the Party now controls him, body and soul, it is only its standpoint that matters.

It is only according to Party ideology that Winston has won over himself. In practical terms, this means that he's stopped being rebellious, stopped having seditious thoughts, and stopped hating Big Brother. From the Party's point of view, Winston's true self—a loyal Party member—has gained a victory over his fake self, the seditious, rebellious, independent-minded spirit which, among other things, hated Big Brother.

In that sense, we can see the above quotation as an ironic commentary on the parallel universe in which the Party operates and in which the truth has no purchase. The Party line states that Winston has won over himself, when in actual fact, the Party has won a crushing victory over Winston.

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.

After Winston is captured by the Thought Police, he is taken to the Ministry of Love, where O'Brien tortures and brainwashes him. O'Brien continually tortures and lectures Winston for seven years in the Ministry of Love. O'Brien hopes to one day convert Winston into a faithful, loving follower of Big Brother. However, Winston struggles to accept Big Brother because he believes that the Party is fundamentally wrong and malevolent. Initially, Winston cannot reject logic and perceive reality the way the Party expects him to. Eventually, Winston capitulates after O'Brien takes him into Room 101 and tortures him with rats.

At the end of the novel, Orwell writes that Winston had won a victory over himself. Winston's victory was his ability to fully accept the Party's political agenda and genuinely love Big Brother. Winston forced himself to neglect logic and learned the technique of simultaneously believing two contradicting ideas, which is known as "doublethink." Winston has overcome his hate for Big Brother and has become a loyal follower of the Party. 

The society in George Orwell's 1984 is an anti-individualistic society. People engage in group-think rather than forming their own thoughts and opinions, because self-expression is illegal. Throughout the novel, protagonist Winston Smith revolts against this society and its oppressive rules. He purchases a diary and begins recording his secret thoughts--which are not Party-approved--therein. He begins conducting an illicit affair with Julia, a fellow Party member. He even begins actively working to overthrow the Party. However, the Party catches Winston and tortures him until he betrays Julia. Through this act, Winston's self-preservation overcomes his desire for self-expression. He has conquered his individuality and submitted once again to Party group-think. He loves Big Brother, because he no longer has an individual will; his will has become part of societal group-mind.