Could I have won?
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Short answer: No, it would take a blunder from your opponent. You are almost even on material, but your position is horrible. You will have to sacrifice pieces to get your king out of that squeeze, and then you are lost.
Before deciding on how you will play you need to evaluate the position. Black has good material and pawns. The queen has no easy targets.
Objectively Black is winning. However, you have some drawing chances.
I reckon the position is pretty even and attacking his knight with Rd1 is the way to continue. he'll find it hard to get at your king without exposing himself to attack. You should be able to retreat the knig away from his pawns. Whatever white must try to keep the initiative and not let black get the two rooks out
Could some one please tell me how this game could have been won.
I believe I had the advantage as I had the queen