I think the idea of "winning" would only come into play with the "Adventure" mode. (Not to be confused with the "Adventure Update," which was 1.8, I think?)
What we've been seeing is "Adventure Mode" created piecemeal: the NPC villages, the strongholds, the abandoned mineshafts, etc. As originally described by Notch, Adventure Mode would have you incapable of breaking/placing blocks. You would basically have a world to run around in and accomplish tasks. It makes a fair amount of sense that you would therefore start off in an NPC village, be given quests by the villagers, gradually build up weapons, armor, and experience, find and explore the strongholds, and your eventual goal would be to go to the End and kill a dragon.
That all makes sense from the perspective of a linear game. But it does make me wonder what purpose the End and dragons would serve in a traditional Survival game. There would be no point to building there if a dragon's just gonna wreck it, but it makes no sense for a Survival game to "end" just because you killed a dragon, either.
Hopefully the Mojang folks are working this out internally. It would be cool to have three different game modes: Classic, Survival, and Adventure. I've just never been convinced that a separate Adventure mode would really add much to the game, especially as it's just a single-player experience that takes away much of what makes Minecraft enjoyable (the mining and crafting!)