The "win" command should theoretically work. It assigns the first 100 objectives a 1 meaning the objective was met and then when the engine checks to see if all objectives have been met it will end the level as if the level has been won.
The only thing I can tell is if you had not set any possible objectives within the level. If there are no objectives then there will be no objectives set as being collected. I would suggest to set at least one objective. Then the win command might work for you. Just a suggestion and this might not work either
Addendum:
I tested this theory and it is correct. Attached is a simple level. Play it and go through the trigger zone. It will not "win" the level.
Now place a "win zone" somewhere outside of the ground so you won't enter it. Going through the trigger zone will now "win" the level since the win zone's objective is set.
Here is the code I use for the trigger zone:
;Artificial Intelligence Script
;Header
desc = test win command
;Triggers
:state=0,plrwithinzone=1:state=1
:state=1:win,state=2
:state=2:none
;End of Script
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