I would like to know if it's possible to win in Project Zomboid? Or is it just the matter of how long until you die?
It's not possible to win.
The intro even says: this is how you died...
It is about how long you will survive, but you will still die in the end. Starvation, illness or zombies will get you eventually.
But when you die and load your old save, the world keeps the changes, so you can see the safe-houses your old character prepared, your stashes of weapons and ammo, and use them with new character.
And you can even meet your old self wandering around as a zombie.
But you cannot win.