Winning a "won" game
How to win a "won" game? If you are up two pawns, the exchange, or a piece then theoretically you have a win. Yet there is many a slip between the cup and the lip. It may be far from clear how to translate the material advantage into victory. The obvious way to go about it is exchanging material. If you simplify to having a piece plus pawns vs your opponent's pawns then, unless your opponent's pawns are very dangerous, a win is easy. It may be worth sacrificing the exchange in order to reach an easily winnable endgame.
Of course, being two points up, or even twenty, does not necessarily mean you have a win. As in all chess generalisations, we have to add the rider "depending on the position". We could be five pieces up, but if we are one move away from being mated then this is irrelevant.
Another way to win is to lay on the pressure until the opponent's position crumbles, but if they are well organised for defence this may be difficult. Easy positions excepted, it is important to avoid becoming too confident, eg thinking you can win in just a few moves. It is tempting to launch an all-out attack, believing that even if things go wrong, at worst you will return to parity. Such thinking is dangerous. Your opponent may be very tenacious, dragging the game out for many moves, testing your patience and provoking errors. Don't forget that you only got to the "winning" position due to an opponent error. You too can err, restoring the status quo, or worse. Above all, don't neglect your King's safety just because you have material superiority.
There are factors which make drawing easier for the weaker party. If Queens are still present in the endgame then it may not be possible to use your King to support a pawn advance, as well as the danger of perpetual check. Endgames with opposite colour bishops are notoriously drawish. In this example White, although three pawns down, has secured a draw, since Black has no way to contest White's stranglehold over the light squares. White simply keeps his Bishop on the h3 to c8 diagonal
I tried to keep this post upbeat, but there is the converse problem: how to draw when your game is "lost"? It’s best to avoid exchanges and to create complications, giving the opponent opportunities to err. Like Black in the opening, you need to play solidly but seek to unbalance the position, whereas your opponent seeks a smooth path to victory.
Beware of simplifying sacrifices and hang on to your Lady. Active play is needed, as otherwise the opponent will grind you down. Sometimes it is even worth resorting to desperate moves, ie ones that are unsound but which may provoke opponent errors.