I am trying to make a simple query to my server and want the result to be stored in the variable @times.
DECLARE @times int SET @times = SELECT COUNT(DidWin)as
You can use SELECT as lambacck said or add parentheses:
SELECT
SET @times = (SELECT COUNT(DidWin)as "I Win" FROM thetable WHERE DidWin = 1 AND Playername='Me');