Alas! We have won the match. The grammar is correct, but the meaning is not OK. 'Alas' expresses dismay, so you are saying that you are dismayed that you have won the match. Maybe you should say Hurrah (or Hurray).
Sorry to leapfrog in here, Clive, but-- both the above sentences are correct. The first states the condition of the job; the second notifies us of the attainment of that condition.
Alas! We have lost the match. Yes, the grammar and meaning are both fine, now.
However, please note that 'Alas' is a very old-fashioned, in fact archaic, word. You could live you whole life in an English-speaking country and never hear anyone say that. On rare occasions, you might read it in old or rhetorical writing.