The names of Winnipeg's streets follows a number of simple conventions:
The city is loosely divided into four quadrants: "North East", "North West", "South East" and "South West", with "West" Winnipeg (west of the Airport) thrown in for good measure. The mighty Red River divides "east" and "west", with the Assiniboine River, west of the Red River, and the east-west railway lines (and adjoining industrial areas) east of the Red River are the divider between "north" and "south".
Each quadrant has fairly regular streets in a grid, though the angles of their alignement may differ. West and South West grids generally run a true north-south east-west. The other quadrants are at an off-angle to better align with the angle of the Red River, and patterns of early settlement. Further east from the Red, the streets re-align themselves to a truer north-south / east-west. "Streets" generally run North-South, and "avenues" run East-West.
You will also notice a number of "routes" through the city. These often (though not always) align with rural highways. North-south routes are even numbered (like 90, 80 and 52) and east-west routes are odd numbered (like 25, 37, and 165). Routes that take you to or through downtown are 42, 52, 62, 57, and 85.
Street names that include the word "Rue" (French for "street") are located in Old St Boniface and St Vital, aross the Red River from downtown. For any other street names, you're going to need a good street map (unlike many other prairie towns where the streets are numbered in some fashion).