What's a strategy? A strategy is a plan for how to play a game. For example, in noughts and crosses your strategy might be to always make your mark on, or as close as possible to, the top left square.
Is every strategy a winning strategy? Definitely not, as you will soon find out when you use the above strategy in noughts and crosses. You might have a plan for how to play a game, but that doesn't necessarily mean you win. You might be lucky and win if your opponent doesn't play particularly well, but you might also lose.
A winning strategy is a plan for playing a game that means you win no matter what the other person does. Not all games have a winning strategy. In noughts and crosses, for example, the best you can do is draw. If you do win, then that's because your opponent hasn't played their best moves, not because you had a winning strategy.
The games on this site all have a winning strategy. Either the player who goes first, or the player who goes second has a way of playing the game that guarantees a win, no matter what their opponent does. Can you find it?