To win a first prize in English is called "to win first place" or "to come in first." This phrase comes from the idea of a competition or contest in which there are multiple participants and a winner is chosen based on certain criteria.

Here are some examples of how this phrase can be used in a sentence:

"I was thrilled to learn that I had won first place in the science fair."

"My team came in first in the regional basketball tournament."

"She was overjoyed when she found out that she had won first place in the spelling bee."