Kevin Keen's side will take on Arsenal in Tuesday's FA Youth Cup final at the Emirates stadium.
"It matters," he said "It really matters.
"Part of being a footballer is wanting to win things. That is what I tell these lads when they come into the building.
"This is your job - to win matches. Yes, you have to entertain but that is driven by scoring goals and winning games. It is really important, of course we want to win.
"A lot of these lads have been with West Ham since they were 10 or 11. They have played for the club for a long time. This is a chance for a little bit of history that has not been done since 1999."
The match kicks off at 7pm.