CakePHP will only save one record if save in a foreach loop or do while loop is not done properly. The CREATE function and an UNSET should be call before and after each loop iteration
foreach($parlar as $par){
$this->request->data['Winner'] = array();
$this->request->data['Winner']['applicant_id'] = $par['Applicant']['id'];
$this->request->data['Winner']['game_id'] = $par['School']['id'];
$this->request->data['Winner']['created'] = date('Y-m-d H:i:s');
$this->Winner->create();
$this->Winner->Save($this->request->data['Winner']);
unset($this->request->data['Winner']);
}