What "victory over himself" does Winston realize he has won at the end of 1984?
To understand what Winston means by this phrase, take a look at the line which follows:
He loved Big Brother.
In other words, Winston no longer thinks of rebellion; he is no longer concerned with bringing down the Party. His experiences in the Ministry of Love, particularly in Room 101, have successfully moulded him into an obedient Party member. His sense of individualism and his desire for free thought—themes which dominated the previous chapters of the novel—have disappeared.
This is, perhaps, not the ending that the reader might have expected, but it is significant because it demonstrates the power of Big Brother and, more importantly, how the processes of torture and brainwashing can erode any personal loyalty, like the loyalty between Winston and Julia.
The line you refer to is at the end of the book in Part 3, ch. 6. Winston has gone through the brain-washing and...
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torture. He has confessed and he has implicated everyone he possibly could implicate. When a memory from his childhood enters his head, he pushes it out as a false memory. When he looks at the huge portrait of Big Brother hanging in the café where he sits drinking gin, he understands that he loves Big Brother and that he has no doubts about his loyalty to Big Brother and the Party. This is the "victory over himself". The brain-washing transformation from a person capable of independent thought and independent will to a person able only to think in automatic, controlled thoughts is complete. Winston does not think for himself any longer. He thinks the way the party wants him to think. He cannot reason any longer and he cannot remember anything different from what the Party tells him. Since he has lost the ability to think for himself, he is no longer a person, so, in essence, there is no longer any "himself" - he has been defeated completely, thus giving the "new" Winston a victory. The Party will now kill Winston and he knows it, but he loves Big Brother all the more.
Does Winston achieve self-victory by the end of 1984? How?
One could argue that individually, Winston Smith does not "win" anything; he is brainwashed into becoming a loyal supporter of Big Brother after enduring an extremely traumatic, psychologically damaging experience in Room 101. After torturing and interrogating Winston for an unspecified amount of time in the Ministry of Love, O'Brien, Winston's torturer, takes him to Room 101 where he forces Winston to face his greatest fear. When Winston is threatened by flesh-eating rats, he betrays Julia and gives his soul to Big Brother. In doing so, Winston compromises his individuality and becomes a mindless supporter of the Party. He no longer harbors any negative feelings towards the government and becomes a passive, ignorant Party member who reveres and trusts Big Brother.
From the Party's perspective, Winston Smith does win a victory over himself by eliminating his genuine human emotions, thoughts, and beliefs. By developing into a completely orthodox Party member, the Party feels that Winston has overcome his feelings of dissent and hatred towards Big Brother.
I would argue that he doesn't. Most of my feeling about this comes from the incredible depth of the hopelessness that Winston feels and the shame he feels at having given in to the torture and given up Julia and anything else he thought was relevant at the time.
His meeting with Julia demonstrates how he has lost that burning part of himself, both of just having a physical attraction to someone and the incredible desire to fight against Big Brother. As he waits for the bullet that will kill him, Winston gives in and decides that he really does love Big Brother. This in my mind does not indicate victory over himself but rather utter defeat.