Question

Why is this group of words not a sentence? When I won

Answer 1

It doesn't contain any punctuation, first of all, and second, it doesn't have a subject. To be a sentence, it must contain a subject. It also must contain one main clause. 

-DustinBR

Answer 2

The words form an adverb clause. Clauses are dependent, meaning they can't stand on their own. I hope this helps!