Who can I improve myself?

Sorry for the title. I mean HOW can I improve myself.

Can you suggest me what have I to do to improve my game?

I am a player 1424 fide rating and my problem is that I can't win winning positions.

I play nice and reach winning positions but here I can't win!

Is there any book who I can read or something else that I can do?

From easy to fairly hard --

Jeremy Silman, Essential Chess Endings Explained Move by Move, (1988)

John Nunn, Understanding Chess Endgames, (2010)

M.I. Shereshevsky, Endgame Strategy, (1985).

Will make you into a KILLER. 

Try Fritz Technique Trainer from Chessbase and Andrew Soltis Turning Advantage into Victory in Chess.  Those materials specifically have that theme in mind. 

zborg is right, study endgames.

From own experience, if you are good at endgames, you will gain a lot of confidence in the late middlegame.

Thank you.

I am going to search those books and I will study endgames.

Chess, Words of Wisdom ( is the only Chess Book I have and I think it's enough if you 're in to Corresponda{e}nce Chess and shuffle chess, Chess 960, any other Variant that comes close to the previous two. The rest you can Do & Browse for free on the Internet, in case the requirements are met. ) 

The book has several Disadvantages, but also several Advantages.
It's a Double edged book; for most people [ I think ], it's an either love or hate case. I don't love the Book, I like it.
But I think that that is subjectively based; I already ( unconcisiously ) knew a lot, so there wasn't a lot new for me in the Book.
If I was totally knew to Chess, I am sure I would have loved the Book.
Also, there are a lot of things described in the book that are Obvious and you ( or I at least ) can easily come up with on the ( Digital ) Chess Board.

On the other Side, the book is great for Beginners who love Chess Knowledge ( and are Strategical, Positional players. They Benefit the most from the Book ) and can Greatly improve one's self-esteem.
Reading about Chess Styles, and individual Chess styles, has helped me as well.

An example is that it has been said that Anatoli Karpov is the first player in the History of Chess that has Wreak Havocced the rule '' When one has an Advantage, one must  attack. '' Well, as said before, Anatoli Karpov didn't always do this, and stil he made the best move out of the best moves Possible.
Attacking gives/can give Tactical Complications. I am not good at Tactical Complications. Now I know that when I have an Advantage, I do not Neccisarily have to create Tactical Complications, and so I can look for another move, a move that Suits my Style.
Ofcourse, in Chess, a Degree of Tactics is always needed, but please, let the Dynamical, Tactical, Calculating IQ be as low as possible, and the Positional, Strategical, Planning IQ, the opposite. That's where í glorify. ( but without the advantage of a Photographic Memory. So my StrongPoint abillities are still less than that of Magnus Carlsen I think. )