What you do is right-click the characters that you have to kill, scroll down to the 'Objective' setting and then set that to a number, I think you need to increase it by one for each enemy so enemy one will have an objective number of 1 etc..
Then right-click your win zone and give that an objective number of the last objective number of the enemies plus one.
Example:
Enemy 1 Objective No: 1
Enemy 2 Objective No: 2
Enemy 3 Objective No: 3
Winzone Objective No: 4
That way you need to complete the objectives before the winzone objective to continue.
If you walk into the winzone and you've not done the objectives then nothing will happen.
knxrb