Hitting the Winner button will mark the lead as won and take it out of the queue. You can later export and/or move won leads to another list for further work.
Pro Tip: Make one list for each step in your pipeline. Mark leads as winner when they complete that step (e.g. Meeting Appointment made) and Migrate Leads Between Lists, setting their state to 'Call Back' to move them into the next step in your pipeline and re-inject them into the queue.
Set a follow-up time for winners, and they will be scheduled for that time after being migrated to the 'Call Back' state.
Note: Selecting a time for follow-up will not inject a won lead into the queue, but can be useful if the lead is later taken to another list and put back into either the Call Back or New state.