If you are playing on online platform then after winning you will receive call or email confirmation from lottery officials. Of course you have to claim the money for receiving it into your bank account. If you are playing offline then you simply need to visit lottery office in your area.
If you're playing at a state-regulated lottery site or mobile app, you're in good hands. Currently, there are 7 US states offering online lottery. Every state's online lottery is licensed and regulated by independent studies.