Lottery scams are prevalent and you quite simply need to be on your guard.
If you have never entered a lottery to your knowledge, the obvious conclusion is that you cannot have won irrespective of any notification telling you that you have.
Some of these scam email or postal notifications are there to make you believe you may have won by some automatic means of you being selected that they may mention –
DO NOT TAKE THE BAIT AS IT WILL MOST LIKELY BE A SCAM !
Do not ever pay any money up front (i.e. being asked for processing fees) or provide bank details and/or address/date of birth details to receive a prize as these are tell tale signs of a lottery scam or a data capture process to dupe you out of your money.
Lottery scamsters go to great lengths to part you from your money including false cheques being issued with official looking letter headed paper to give an authentic look and feel in fooling you.
Even if you receive one of these cheques (which will either be fraudulent or stolen) under the pre-text of covering taxes on winnings etc, the scamsters are looking for you to bank the cheque which may initially clear for you to send further processing money in order for you to receive the full amount of winnings. If the initial cheque clears (which it may do) it is sure to be spotted as a fraud later and you will lose your money.
BE VIGILANT !  It’s good practise to report any suspect scam to your police authorities fraud department. Above all, follow a simple rule. “If you have not personally entered a lottery, you cannot have won” !