You're right, you can't win at life; but you're not supposed to be able to in the first place. There is no win condition in life, it's whatever you make it to be. I think the closest thing to winning at life would be to enjoy yourself or to feel good about yourself.
As long as you're still alive, there's a chance you can find someone to befriend, or something that makes you happy. Maybe try looking online to find some friends, I don't have any friends in real life. There are plenty of communities online for people with shared interests, and it's easy to find like-minded people there.