its not whether you win or lose, its how you play the game

Its not whether you win or lose, its how you play the game is a common saying for the importance of doing your best and giving your best effort rather than what the final result of the game is. This is also another way of saying enjoy yourself in the present rather than worrying about the end. People often say this when someone else seems to be overly anxious or worried about the possibility of not winning.