Check the PTO shaft's cover for openings where you can grease the zerks when the shaft is installed on the tractor/winch.
I suggest shop towels -(paper type) or old towels to handle/mount the PTO (driveshaft) to the tractor.
Have you greased anything prior to now? I ask because it's not as simple as one might think, and a couple of tips would make it way easier. It took me a while to determine what I didn't know, and find solutions to the issues. If you'd like to know what I found, please ask. I don't want to assume any lack of prior knowledge, BUT would be glad to share what works really well...
When you first hook-up your winch, I suggest, once you've cut it to fit properly, grease the shaft with enough grease to make the 2 halves slide easily, but not a lot of excess grease that may just fly off the shaft and make a mess inside the plastic cover tube.
Now, remove the tractor's ignition key and put it in a pocket.
Then, attach the winch end, while aligning the winch shaft splines to the PTO shaft. Add some small amount of grease to the winch's splined shaft to make assembly/disassembly easier too. Now straddle the plastic tube facing the rear of the tractor, and use two gloved hands and pull the ring collar toward the back of the tractor while fitting the shaft splines of the shaft onto the tractor's PTO spline. If the PTO shaft has the mentioned collar ring, it will be spring loaded and somewhat difficult to hold back far enough to get it locked onto the tractor's PTO spline. If you look at the spline, it will have a groove about 1/2 way the length of the spline in from the outer edge, that encompases the shaft. The Pto shaft HAS to lock onto this groove when properly installed to keep the shaft from flying off the tractor spline. You'll know when it's locked in place because you won't be able to pull the PTO shaft off the tractor's PTO spline.
It is possible your tractor PTO and shaft setup is of a different type, but it won't be much different as to locking onto the tractor's PTO shaft/spline.
After you've fit both ends to winch and tractor, also attach the tube's chain to keep it from rotating when the shaft turns. Now start and run the tractor at low rpms, and engage the PTO and verify there are no issues. Use your 3PH to raise the winch off the ground, SLOWLY, while the PTO is engaged, BUT NOT so high that the shaft could bind.
Turn off the engine and verify everything on the 3PH has retaining pins, and is connected at the back of the tractor too.
Now you're ready to go.