Remember they were seceding from the union. If they would have won, then in theory there would have been multiple nations. Historically one a traditional agricultural economy and the other blossoming into an industrial based economy. One having access to the finery of life - spices, tobacco, whiskey, rum and the other willing to trade manufactured good for them. A great big key is cotton. Cotton was in essence the economy for the South, the North, Great Britain, Europe generally speaking and the growing textile industry in Canada too. Some say the war was really won on the seas and the battles on land just sealed the deal. Hence the saying cotton is king or king cotton.
That said, then how would the west have been determined. Would California have remained a province of Mexico? Or how about Arizona? What about the Indian Wars? Would the Indians have become allies with either the South or the North in that movement west. Or, if peace was negotiated, would it have become disrupted once again over the settlement of the west?