Personally I have experienced being a winner and fallen from grace to becoming the loser I am today. That said, I am not terribly depressed about it, this is sometimes part of life and it has happened to many successful people as well. For example inventor Nikola Tesla died alone in a hotel room, but that doesn't take away from all the amazing things he did.
Basically I think the first thing we should do to cope with being a loser is realizing the truth about this world. The fact is that most people and indeed animals are losers on some level if you really think about it. Extinction is the rule in the animal kingdom, as over 99% of all species that have existed have gone extinct. In a lion pride or a gorilla troop, there is usually just one leader who gets all the females.
Of course human society is a bit more egalitarian, but most people are actually not that exceptional in the grand scheme of things. That's not to say they are irrelevant, but very few people are so successful that they will be remembered 100 or 200 years after their death. Also there have been times in human society where the average male was very unsuccessful. For example around 8000 years ago at the dawn of agriculture, 17 women reproduced for every 1 man. There were a lot of inkwells back then basically.
Then it's important to note that even when we have all our needs and desires met, it is likely we will eventually encounter a painless state of boredom. This is why a lot of rich and famous people spiral into self-destructive behaviours such as drug addictions and degeneracy, and may even self-terminate despite their success.
Another thing to realize is the lack of free will and a somewhat deterministic world. This world is not completely predictable and orderly, but it is also not completely random and chaotic, it's something in between these two extremes. But there are many things out of our control that determine how successful we are and can become, such as when and where we are born, our genetics, our parents, our upbringing and life experiences imposed on us by reality. These things impact our outcomes in life much more than any so called free will choices we make. Some people are just born to fail, and it's not their fault, while others are born to succeed.
Now that we have that out of the way, what are some other things we can do to cope with life as a loser. Well I don't recommend to just lay down and rot, but set goals that are challenging enough to motivate you, but still easy enough to be achievable. As a loser, you don't have to follow the path set by society. Because it doesn't apply to you, and may only cause you to feel worse about yourself. For example I want to grow this channel to at least 100 subscribers, that's one of my goals that I am working towards.
Secondly I would suggest embracing minimalism. With less material desires you will be disappointed less if these desires are not met due to your economic situation. Materialism is generally not that satisfying anyway. You may get some dopamine after buying a new consumer item that lasts for a few days at most, then you must buy something new again to get the same feeling. Being a minimalist also reduces financial stress, and personally I don't really enjoy being stressed about money.
Then finally you should enjoy the simple pleasures of life like good food, a warm summer day, hiking or biking, video games and so on. These things are very accessible and don't cost a lot of money. Expensive things like traveling a lot or buying many luxury goods is overrated from my experience. I would recommend some traveling though, just to see some of the world and experience different cultures. That said a lot of multicultural Western cities have become very similar to each other in the past decades. So you once you've seen one of them, you've seen most of them. The same goes for tropical beaches, mountains and many other locations.
To sum it up, basically I would recommend realizing the truth of the world that being a loser is actually not that bad and truly being a winner is rare. Then realizing that a lot of what makes people winners or losers is out of their control, it's largely up to chance, such as being born in the right place at the right time, or winning the genetic lottery. Also, even if you get everything you want, you will still not be permanently satisfied.
Setting up challenging yet achievable goals for yourself can help to keep you going. These goals don't have to be aligned with society's expectations, as a loser you don't need to follow that path. Then also embrace minimalism to reduce disappointments and financial stress, there is no reason to flaunt your wealth for social approval as a loser. Enjoy simple pleasures and live a generally comfy life, with occasional luxuries to spice things up.