That's not entirely accurate. D&D _is_ a choose your own adventure, and there's not necessarily a way to "win"^1. However, the DM is not technically supposed to just "change the rules as you go" to decide whether or not something is successful (that said, everyone has their own house rules etc. etc.).
^1: Your DM can define an end goal/win condition for your campaign, though.
> However, the DM is not technically supposed to just "change the rules as you go" to decide whether or not something is successful
That's...highly variable. Page 236 of the 5th Edition Dungeon Master’s Guide addresses three valid approaches with pros and cons (nominally to the dice, but because of the role the dice play implicitly to the rules as a whole) ranging from using the rules, stats, and dice rolls for everything, to using the DM’s narrative judgment for everything, to a hybrid blended approach. (Previous editions of the rules had similar license to the same range of approaches with different framing.)
I would still say that in no case is the DM supposed to just change the rules as they go along. Whatever the method used by the DM, it should really be consistently applied.
^1: Your DM can define an end goal/win condition for your campaign, though.