I'm at that point bro
What do YOU do when you're winning and don't know what to do?
The first question is, why do you think you're winning? if you are in fact winning, you'll usually have some concrete advantage or other reason why that should guide your planning:
- If your opponent has a glaring positional weakness, figure out how to attack it. A backwards pawn, for example, can be a good target for doubled rooks.
- If you have a material advantage, it might be worthwhile to look for even exchanges to reach an easily-winning endgame. A rook against a knight is easier to exploit, for example, than 2R+Q+B+N vs. Q+R+B+2N.
- If the position is closed, look for a pawn break that would open it up and then prepare to play it.
- If nothing seems clear, improve the position of your worst or least-useful piece. If you're trying to break through on the queenside, and you have a bishop on the kingside stuck behind a bunch of pawns, it may be worth taking several turns to reposition as long as your opponent isn't threatening anything in the meantime.
In any case, it's often true that you just need to be patient and continue playing well. Just because you're winning, even up by a whole rook, doesn't mean the game should become easy and end quickly. Continue to play well, improve your position, and pressure your opponent, and eventually he will either crack or just lose because he is out of options.
I'm in a TB chess.com tournament and I have a couple of matches that I sense I am winning but now I don't know where to go. What do you yourself do if and when you get into this situation ?
A general study of how to win a won position (pawn up, piece up, crushing attack) would do you well. My book on Miniatures has lots of examples of how easy it is to crush someone in twenty-five moves or less, even in today's era of solved theory.
If you feel you are winning then think about why you are winning.
If you cant figure out why you are winning in a way that leads you to a concrete move solution then it is likely best not to treat the position like it is won.
Bring your peices to full potential and stifle counterplay untill you see moves that lead to mate or that can promote a pawn.
if i dont know what to do then i dont feel like im winning.
If you think you are winning because there are tactics on the board you can execute, then go do those. If you think you are winning because of your positional advantage, it might be trickier to press your advantage. I can't comment on your ongoing games, so it's tough to give specifics, but just basically take the advantage you think you have (space, material) and try and exploit it. Generally, if you have space you can coordinate an attack, and if you have material advantage, well, need I go on?
intermizzo moves are fun too or even waiting moves ,remember your opponent is thinking im lost , so not pressing the nuke button cos you can but delaying it can cause all sorts of confusion
Bronstein wrote in "200 Open Games" that he obtained a position where he wasn't sure what to do, and so he decided to play a natural move and wait for his opponent to make a plan (because it is well known that one cannot play without a plan...), and then he would know what to do! 
Improve your worst piece
http://www.chess.com/chessmentor/view_lesson?id=6918
Reduce opponants counter play ( prophylaxis )
Find a move that makes no differance to the objective evaluation of the position, but poses problems for the opponant and give them the most chance to go wrong.
For folks who don't ( yet ) know how to do these things I advise this simple strategy. Point your pieces at your opponent's King. Tactics will emerge.
I'm in a TB chess.com tournament and I have a couple of matches that I sense I am winning but now I don't know where to go. What do you yourself do if and when you get into this situation ?