Calls out when winning pawn - wow! (6)
I believe the answer is:
cripes
'calls out when' is the definition.
I can't tell whether this defines the answer.
'winning pawn wow' is the wordplay.
'winning' indicates putting letters inside (some letters win or obtain others).
'pawn' becomes 'p'.
'wow' becomes 'cries' (I can't explain this - if you can you should give a lot more credence to this answer).
'p' put into 'cries' is 'CRIPES'.
Can you help me to learn more?
(Other definitions for cripes that I've seen before include "Precis (anag) - exclamation" , "Old slang expression of surprise" , "Lord" .)