A win # is just a plastic card you need before you can buy hunting or fishing licenses. You will still need to buy tags for each animal you plan on hunting (along with a wildlife certificate and bowhunting permit if you bowhunt). You can't purchase any tags until you have your win # (or card). You need to go to a license issuer and prove you're an Alberta resident in order to get a win #, once you have applied you will receive the win card in the mail. With the win card you go back to license issuer and get your tags come hunting season.
Like has been stated above, don't do any hunting until you have read the regulations front to back...twice.
As for caliber...everyone knows the 30-06 is the best of the best all around caliber