What nonsense. Hitler would probably have one the war had he not attacked Russia while he had Britain on the ropes. And the Cold War started in the fifties when FDR was long dead.
one = won
The Cold War started on 12 November 1945. That was one day after the armistice was signed and the Allies started carving up Europe.
But if you really want to get down to where the rubber meets the road, the Cold War started on 17 October 1918, when Lenin came to power and the Communist Party was born.
Then it was exported to the west as part of their so-called 5 year plan. WWII was an interlude to the Cold War.