Just remember to remove it once a month and check its keeping the winch dry and not just keeping moisture in as this will corrode it faster than no cover.
If it was me I would weld the nuts and bolts mounting the winch and bumperYes I have heard of this. One was stolen in the high street last year. I will do that one night this week. Found loads of uses now I have one, we'll excuses to use it haha