Once all three module projects are built, you will have won the game. Establishing a colony on Mars requires researching the Robotics, Nuclear Fission, and Nanotechnology techs and completing each respective module project. Landing a human on the Moon requires researching the Satellites technology and completing the Moon Landing project. Launching a satellite requires researching the Rocketry Tech, building a Spaceport, and completing the Earth Satellite project.
However, only the last player holding onto their capital will win, meaning if you have one last capital to go and their army takes your own capital, they would win the game. There are multiple ways to win in Civilzation VI: Domination, Science, Culture, Religious, or Score Victory.