Need to know what brand/model of winch. On winches with built-in contactor, those wires would probably be used to control the contactor to change direction. They would be connected to either a panel mount winch control, wired winch remote, or wireless winch control for IN and OUT.
On winches with remote contactor, those wires or terminals would be on the contactor for the same purpose. BTW, on my winch contactor, the wires are yellow & white, another example I've seen is black and green.