Be mindful of wireless remotes for some winches. I don't have personal experience with this but I've read that the hobo freight winch that only has a wireless remote, no wired switch, can have a parasitic amp draw if connected direct to the battery. I am also of the belief that is how it is designed and the instructions have you wire it up direct to the battery. If that is true, really dumb and cheap that no relay comes with it to properly connect it to a battery.
As per what Rob-c is saying... you can also test for parasitic draw with a decent digital multi-meter. It will need to be able to be set to DC Amp and make sure the probes are in the proper DMM "slots". Then disconnect ground on your battery. Disconnect all connections to your positive post on your battery. The DMM probes connect to the main positive ATV connection, then the other probe connects to the battery positive post. Now reconnect your ground wire to your negative battery post. Turn on the DMM, making sure it is set to DC Amp and see if you are reading any amps while your ATV is turned off. I would avoid trying to start your ATV while connected this way as the DMM may not be able to handle that type of Amp load to the starter.