"Win a PvP or PvE custom game" What exactly is a PvE custom game? I played a skirmish and won, but it didn't flag this quest.
Play a training match (win or lose) under battlegrounds to complete it. The quest used to state "Play a training match", but got changed in an update. I'm guessing there a plans to allow PvE custom games to complete it as well, but it hasn't been implemented yet. AFAIK playing a training match is still the only way to complete it.