Can you "win" a game of Dwarf Fortress? Is there like an ending or some victory condition? Or does the game just go on forever sort of like The Sims?
Dwarf Fortress is a "sandbox" game, like Minecraft. Sandbox games typically have no set objectives and, yes, no official way to win them.
Unofficial ways to "win" would be along the lines of player-set goals or challenges like these.
One could definitely consider a successful fort that accomplishes a major goal/challenge or two as "winning" the game, as you've likely mastered it by now, but you haven't officially won it, because doing so is impossible.