Yes, But you have options.
The winch should be direct to the second battery or as close as you can get it. Both Positive and Negative. You want to eliminate any unnecessary current routing as much as possible.
You could install a second post somewhere or a high amp rated solid bus bar. This would give you 1 wire to the battery and everything connecting to the buss bar.
You can move the fuse box to the isolator post. Assuming you have an isolator leaving 2 connections at the battery. Winch and Primary wires.
There are also post for batteries you can buy if you have one that fits those.