You win is what I would say to you in the moment because it is present tense - you win (right now at this moment in time). You won is past tense and means that you won at some time in the past (even if it was only seconds ago). You win can also be slang for “I concede” or “I give up”

Dear Lucas, You always hear the sentence "have won" because it has already happened in most cases. This is the use of Present Perfect. You may also take this sentence into the future and say "I will win this contest next month". Hope this helps! Kind regards, Paula.