Whenever I visit a new town or city I ALWAYS go to the Tourist Information Centre first. Every decent sized town or city (and tourist area) has them.
They will have loads of maps and guides and can advice on things to do.
They will often have a free "street guide" to help you understand the layout of the town or city.
30 minutes or so spent in a Tourist Information Centre can "make" a visit if it helps you find things to do.
See here to download a map of where the TIC is in Winchester (in fact it is a decent street map of the whole town).
http://www.visitwinch...e/tourist-information