"challenge to win" is a grammatically correct phrase that can be used in written English.
It is typically used to describe a difficult task or obstacle that must be overcome in order to achieve a victory or success. Example: "The final round of the competition was a real challenge to win, as the other teams were all highly skilled and determined to take home the trophy."
The Conservatives fought off the Ukip challenge to win the Sleaford and North Hykeham byelection.
In this league it is a big challenge to win four on the trot, even for the big teams.
Santorum faces his own challenge to win the primary in his home state of Pennsylvania on 24 April.
"I accept this challenge to win the next election with and for the S.P.D.," Mr. Steinbrück said, using the German abbreviation for the Social Democratic Party.
Now the Republicans, who were seriously embarrassed by their setbacks in November, are expected to mount an all-out challenge to win back the Legislature.
"It will be a challenge to win a general election with an African-American candidate," said Larry Bartels, a professor of politics at Princeton.
And the S.E.C. has accused him of violating Rule 10b-5, so it will have to show the higher level of intent for that violation, posing an additional challenge to winning its case.
I think we all recognize it's still challenging to win a race for Congress, period, and as women, we share a goal of getting more women elected".
This season, Spurs are challenging to win a first league championship for the first time since 1961, currently standing eight points behind Manchester City, the leaders.
For the unaquainted, the Crystal Maze gameshow takes contestants through four zones: Aztec, Industrial, Futuristic and Medieval, where you take on various mental and physical challenges to win crystals.
"Experience has to start somewhere and we have to be challenging to win our first trophy".
