* The Capitol's Rules: The Hunger Games are designed to have only one victor. The rule is that only one tribute can survive.
* Katniss's Intervention: Katniss, determined to defy the Capitol, refuses to let Peeta die. She forces a draw, threatening to kill herself if the Capitol doesn't declare both of them victors.
* The Capitol's Concession: The Capitol, fearing a rebellion sparked by Katniss's defiance, concedes and declares both Katniss and Peeta victors.
So, while they are both declared victors, they technically didn't win the Hunger Games according to the Capitol's initial rules. They defied the system and forced a change, but the victory was more a consequence of rebellion than of winning the game.