I have seen this question and so many like it I have to get this out.
The battery is a energy storage device, its job is to store energy for later use primarily to start the vehicle and secondarly these days to keep all the various modules in modern vehicles from forgetting what they have learned.
The alternator is the device that has to supply energy for instant use like keeping the engine running and powering all those nice toyies. As you add more things you need to be aware of how much load you are putting on the alternator. If the total load exceeds its output then you are using the stored energy from the battery. The alternator should be replace with a high output type if you are going to run lots of nice offroad lights.
The winch works a lot like a starter, it is a high current device. The best thing to do if you do lots of winching is to have a high cca battery, something like 850 cca would be the thing to have for good winching. And then you need to have that good alternator to put that energy back into the battery. If you have to do lots of long steady pulls with the winch then two 850 cca batteries would be good to have. By that I mean like if you were put at a spot on a trail as the person who had to pull everyone who got hung up at that spot over and over again. Then by having two good high cca batteries you would be giving your winch plenty of current and voltage so it would not be working extra hard due to low voltage and current. If you can't give the winch enough power it will burn out quicker.
Lights should not be using any power from your batteries unless you have the engine off. Your lights should never draw more than your alternator can deliver. That is a rule older than me and I am old.
Hope that helps answer your question.