Yes, it depends on how many millions you win. Of course, as four4me stated: there are many factors/variables and each person's situation is different.
In my opinion, there's no one size fits all. Theoretically, a person could live on $3 million (after taxes) and not work. Now, if the winner is sustaining the family, the friends, and other assorted charities and/or beggars, his or her money will dwindle.
Furthermore, having your own business is a PLUS. However, having your business in your home is ideal: the envy of your friends, your family, and your enemies. You are in control, and you do not have to take crap from your employer.
Notwithstanding, I would quit work in a heartbeat and I wouldn't regret it. Sure, I'd miss my co-workers, but please remember: you never know when your number is up -- you don't know when you're going to die.
Not everyone will make it to retirement, let alone, collect social security. Why are people working themselves to death? For me, I'd rather resign or retire earlier while I'm reasonably healthy and in my right mind -- than not to have had the opportunity because I miscalculated my timing by months or years.
Finally, there's no way a lottery winner who has won millions should be working because they're bored. What to do:
1. Volunteer your time helping others.
2. Travel: visit cities, states, and countries while you're in good health. Please visit friends and other family members while they're living: don't wait until that fatal call -- you'll regret it!
3. Write that novel or that book you've always dreamed of. Gee, you've the time.
4. Return to college or enroll in college (if you don't have credits) and pursue a degree. Associate's Degree, Bachelor's Degree, or a Master's Degree. I attended school part-time while working full-time to pursue my Associate's Degree and my Bachelor's Degree. What would I have given to do it full-time -- no financial strings attached!
5. Pursue other hobbies you've dreamed about and share them with your new friends.
P.S. I know a retired teacher who told me that she's busier now (calendar full) than when she was working: she's thrilled about retirement. Perhaps, you'll be, too. Good luck!