If the Nazi’s had won and conquered both Europe and Russia then the Cold War would have been against the Third Reich and not the USSR. Pretty much the same thing but the enemy would have better uniforms.
No, what you need to grasp is the fact that FDR's A-bombs were originally intended for Nazi Germany, and had the war in Europe gone badly would certainly have been used as intended.
In other words, the issue in WWII was never Nazi victory, only the levels of death & destruction necessary to force their unconditional surrender.