Electrical load is serviced from the battery, which is replenished by the charging system.
If your load is more than you charge, you deplete the battery. Factory standard starting batteries (and alternators) are fine for occasionally running the radio with the vehicle off, or something like that, but electric winches, subwoofers, aux lights, etc. all put a lot of load on the stock system.
You may want to consider a dual battery setup if you want to run your accessories all at the same time, but realistically, winches aren't used that often. Make sure your engine is running when you winch (turn off the tunes!) and you'll likely be A-OK.
You probably won't encounter any issues with this.
The cubes, especially if they're LED, won't draw that much current, the large LED (light bar) would probably draw not that much either, and dependent upon your sound system, and how much you have it cranked you should be fine.
the key would be having everything properly fused and run with a large enough wire gauge to handle the max draw of each item.
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