One of the first things we acknowledge about AD&D is that it is a game. Most people expect a game to be won or lost. I have had people who just start or are just inquisitive about it, ask how do you "win" at AD&D 1E.
In order to know how to win the game, you have to understand how to play the game.
First of all, the game itself is a scenario that is set and officiated by someone called a DM (Dungeon Master) or GM (Game Master). It provides a setting in which Players take Characters created according to pre-set rules and using the strengths and abilities of those Characters, tries to succeed in accomplishing the primary objective of the game. Rescue someone, obtain an item, conquer someone or something, etc...
If the Players do not accomplish the objective either by having their Character killed or disabled, distracted, or defeated in some way, they have lost the game.
If they achieve the objective then they win the game.
Throughout the game, there are rules that must be adhered to. There are limitations and obstacles which are subject to the DM/GM management which affect how the game is played.
The DM is not meant to be an adversary to the Players. Just like the referees or umpires at a football or baseball game are not competing against the Players there. The DM/GM is there to make sure the rules are being followed and that Player conduct is in line with the spirit of the game. They combine this with setting the game "stage" and putting all the props in their places and making sure that they operate as they should within the set parameters of the game.
So then, what do you win when you win?
Well, you win the ability to continue playing the game. The Player Character is awarded with points for accomplishing tasks and reaching goals. If they accumulate enough points, they can increase the abilities and level of play the Character is capable of.
Does the Player receive any direct rewards for superior play other than the opportunity to continue playing with their Character?
Not really unless the DM/GM and the Player(s) have decided upon something ahead of time.
I have seen it discussed where every Player sitting down at the table puts in a certain amount of money to play at the game table. The DM then breaks the money up into different amounts. Perhaps they decide that for the Player Character who achieves the highest amount of Experience Points, they get the "First Place" cash amount, also perhaps a second and third place, depending on how many Players and characters there are.
I have even seen it discussed where the DM him or herself gets a share of the money brought to the table for all the work they performed to make the game happen.
For the most part, it seems most people who play AD&D do it for the fun of it. The Character rewards and ability to keep a character advancing to higher levels of play is enough for them.