I've crimped copper lugs at home with a mix of chisels and pliers, etc. A proper crimp tool obviously does a better job, but you can make do. Sometimes, if I can't get a good crimp on something, I'll do my best, then fill it full of solder. The solder creates a stress riser in the cable, though, so it's best used in moderation.
Agri-Supply sells 2ga and 4ga welding cable by the foot... assuming they actually have any on-hand. NAPA and other places can get it, but they usually make you buy 25ft or something. I noticed that even Del City now works this way.
As far as the winch goes, I found it was actually cheaper and easier just to buy new cables from Warn. I got them through Amazon.