I’m not sure what you mean by “won”, the Japanese most certainly did not conquer Russia, which is the entire point of this old truth: that the geography and vastness of Russia makes it extremely difficult, if not impossible, to conquer. It’s a very different thing to attack Russia and have them cede territory to you, this has been done many times even by European countries.
[1] https://en.wikipedia.org/wiki/Russo-Japanese_War