If they insist on revealing who won, you'd definitely have to move to a secure location and maybe even hire a body guard if the win is unusually large. If your kids are young and you give them a lot of money, you may kill their incentive to do anything productive with their lives. Winning would not be all good.
Or you could live like Beyonce and husband JayZ. They don't own a home. They live in hotel suites, LA in the winter, NYC in the summer, or Paris when they feel like it. My son records Bey and he goes with them most of the time. He records her wherever she is, even in hotel rooms because she is almost always working on a new material.