Hasn't happened to me, but two things I would suggest:
Check your email spam filter to see if any notification to you ended up there.
Double-check your original contest entry to see what contact info you provided. If you use multiple email addresses (as many of us do), you may have forgotten which account you used.
If they really never notified you--yeah, they should've. As for the money, it can sometimes take quite a while for that to come through, as we all know ...
And last but not least, congratulations!