There are two ways in which you can win in Total War Saga: Troy. The Total War Victory and Homeric Victory. For the Total War Victory, you need to defeat your first antagonist. The game will select a faction that is going to become your antagonist. There are multiple things that the game is going to take into account when doing so.
Once you have an antagonist faction diplomacy will no longer be available with that specific faction and you will need to go to war with said faction. For the Total War Victory you will also need to capture, sack, or raze 100 settlements. You will be required to control provinces that are specified. You can do that directly or by vassals or military allies. Note that defensive alliances will not count towards the Total War Victory.
For the Homeric Victory, you need to complete all the epic missions for your faction leader. These are a chain of missions that you need to complete and they are going to be different depending on the faction leader. Once you have completed a mission you will need to wait for a couple of turns before the next epic quest pops up.
For the Homeric Victory, you will also need to defeat specified factions that are on the opposing side. Some faction leaders can also have additional requirements that you need to fulfill. For example, Agamemnon needs to have 60% or more influence in certain provinces.