what is this you send me the message that i won the money how tell me

Nancy didn't send you that message-a scammer did. He's trying to use an imaginary prize and a lying SMS to fool you into sending him your money and details, then he will block your calls, keep your money and steal your identity. The SMS can have malware in it to hack your phone, so delete it, do not reply even to text Stop.
For more information, google Nigerian 419 Scam and read the Wikipedia article.