Next time you see a position that is supposed to be winning: capture the position, transfer it to your favorite chess program, set the program at a rating higher than your own and play the winning position to see how to conclude the game. Then go back and repeat the exercise at an increased rating until you can win against it at full strength.
This exercise is from a game between R. Domenech & S. Flohr in 1935. Domenech resigned after the 30th move and I wanted to see how easily the game could be won against a strong opponent. You can see the original game below the exercise.
For the readers who wish to try this exercise, the FEN is:
8/1p3p1p/2pk1P2/8/p1P5/P7/1P1K3P/8 w - -
This is game #7 from Irving Chernev's book The Most Instructive Games of Chess Ever Played, 62 Masterpieces of Chess Strategy.