A little additional information above and beyond the question of this thread, "what gauge wire should I use?"
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Voltage defines the insulation and distance needed between conductors, not the wire size. Wire size (gauge) is determined by (1) how much amperage it must carry, and (2) the allowable resistance (i.e., how much voltage drop can be tolerated at the distant end, and how much heat generation can be tolerated). Combining higher amperage and higher resistance, we have heat. Which is to be avoided in most applications.
So "12v" does not determine your wire size. But "415 amps" and "25 feet" do. As well as "how much voltage sag down from 12v will your winch tolerate?"
The chart provided by
@UrbanHunter seems overly conservative as I initially look at it. At least if you look at the 15 amp line in the chart - a typical rating you'd see on a household extension cord. The chart recommends 4 gauge wire for a 15 amp load at 50 feet. A typical "heavy duty rated" extension cord spec'ed for 15 amps at 50 feet is 12 gauge. A standard duty cord would be 14 gauge. And a light duty cord would be 16 gauge. The 4 gauge they recommend would certainly handle the load, although it might take three people to handle and coil the stiff thing. Other things do come into play (permanent vs. temporary wiring, instantaneous current draw vs. continuous current draw, etc.) but 4 gauge still seems overkill to me. If they're recommending 4 gauge for only 15 amps, I can't image what they'd be recommending for 415 amps. Skip the "gauge" specification. You'd probably have to specify the wire diameter in inches.
Amperage is why we have "high voltage wires" distributing power from geographic location A to location B. Say you wanted to transfer 1 kilowatt of power from A to B. You could do this by sending 1 amp down 1 kilovolt lines. Or you could do it by sending 100 amps down 10 volt lines. (Other factors are involved, but this simplified example is good enough for our discussion needs.) You are going to need much thicker wires to handle 100 amps than you need to handle 1 amp. So power distribution is always done using high voltages if the distance is anything but a trivial length. Or if using higher voltages is prohibitively expensive for the application - case in point being the winch on your truck.
FWIW, I have only worked with things like this in theory - In my Electrical Engineering degree classes on Power Distribution, Transmission Lines, and Three Phase Power specifically. If you want to talk to someone who actually grabs onto wires that handle this kind of current on a regular basis, supervisor42 is your man.