Having grown up playing this game for most of my life around people who are only peripherally aware of it, this is a question I’ve heard quite a number of times over the years.
I’ll give you the Hallmark Channel answer later in the post, but the short answer is… You don’t.
Dungeons & Dragons simply isn’t that kind of game. It’s not Monopoly, where the game stops as soon as all but one player runs out of money or your cousin Ronnie flips the table over because he landed on your Boardwalk hotel for the sixth time.
D&D isn’t about winning or losing so much as it’s about participating in a collaborative storytelling experience. Your characters might slay a troll, acquire a ton of treasure, or save the kingdom from the magical plague set on the people by the evil wizard, but none of that ends the game. Life goes on, and with it come more challenges for your characters to overcome.
Even a character’s death doesn’t equate to losing the game. Resurrection is often an option, should the surviving members of your party be willing to spend the resources and effort required to have your character brought back to life.
If they choose instead to take all your stuff and leave your festering corpse to be devoured by carrion crawlers, you always have the option to roll up a new character. The story isn’t over, and neither is your part in the telling of it.
Now for the promised Hallmark Channel answer.
What’s the object of any game? To have fun, of course. If everyone comes away from a gaming session feeling pumped and excited for the next one, then congratulations. You’re a winner!
If, on the other hand, your cousin Ronnie flips the table over because you smudged your Dorito-stained fingers all over his brand new Player’s Handbook, that can safely be considered a loss.