No one wants nuclear war. It has long been believed that those are mostly threats against countries that don't have them as for combat between nuclear powers it will probably stay conventional as there is absolutely no winner if it starts.
Indeed, if Ukraine hadn't given up its nuclear weapons after the fall of the USSR, it wouldn't be in this position. This attack is another reminder to Iran, North Korea, etc, that if you don't maintain a nuclear arsenal your nation is a colony.
your notion of winning might be different to Putin's. If you haven't heard him saying "Aggressors Will Be Annihilated, We Will Go to Heaven as Martyrs" [1], then you don't know your opponent.
