Living with integrity: This part of the quote means that we have to lead our life with the quality of whole hearted honesty and strong moral principles.
Lose with dignity: This means that we have to accept the responsibility for the loss we face and we have to earn from the loss and move on.
Win with humility: Humility is the way to appear genuine and sincere. Being humble about winning and encouraging others is a way to stay in a right attitude.