If we are the most powerful country in the world? How come we haven't won a WAR since the 1940's? Anyone but me notice that?

No one wanna mess with the USA. Hitler learnt it after his conquering madness ended up pretty boldly.

When the USA helped to win World War II for the Allies, it succeeded because it came in late, after Europe had already exhausted all its resources and Hitler was already overextended and badly damaged. It meant America only had to finish him off with relatively little cost. It was an easy job.

The power of the USA is in its wealth, size of the population, resources, and armaments.
But it's not very good at strategy.
It usually picks wars that are impossible to win and often makes the situation in that country far worse.

An exception is the war on IS. The U.S. has won ~ has temporarily put the Islamic State into retreat and hiding.
But now that the U.S. has pulled back, the fundamentalists will probably start to regroup, rebuild, and change some of their tactics and goals.
They won't be defeated 'til they no longer exist, or until they become sick of war, death and the costs.