I'm making a Russian civil war and I want to set the winner to the name Russia using an event, I've put in the change name code thingy but it's not working.

You need to use a cosmetic tag to change the name of a country. 

If you're unsure how to set up a cosmetic tag, someone else created a guide on how to do that here: https://edge.hoi4modding.com/forum/mod-discussion/620-guide-to-making-formable-nations-no-outside-tools