I think it is normal for anyone to be the winner. I think it is very important for the parent to explain to the child that there is always up and down in life. I know it is very hard but we must try to explain as no one will be the winner all time.
eg, my daughter is 4yrs old and we play UNO or other card games. When she wins, she laughs. But when she lost, she throw away everything and refused to play anymore. I told her that it is a game and there must someone win and lose. Now whenever she lost, she needs to say "I will beat you next time, otherwise we will stop playing further. I also told her "practice makes perfect". She seems understand and behaves very well eventhough she lose. Now she also asked me to say "I will beat you next time" when I lose.