I wanted to try a stable version to get a feel for the game before jumping to 2.4 if I decide to.
2.4 is in "RC" phase and actually more stable than 2.3.1.
Savegames between 2.3 and 2.4 are incompatible though.
Let's see your questions
1- How do you win and lose?
The storyline is not yet finished. Now you can win by defeating aliens on their base.
The most possible way of losing is turning down the nations who fund the project.
2- Why when I auto-resolve does it always give me a clean sweep?
Auto-resolve is very dumb in 2.3, it's been reimplemented in 2.4 but there is still some work with it to make it more realistic.
3- I built a UFO yard, and I don't know what it does. I stored a UFO there but when I clicked it nothing had changed about it.
After researching UFO Theory and the actual UFO you can disassemble it (on production screen) and get UFO-parts which can be used to improve your technology (after some more research of course).
-geever
