I am not a teacher.
We win an Oscar "for" a category: "Natalie Portman won the Oscar for Best Actress on Sunday." I capitalized "Best Actress" because it is the name of a category in the Oscars. The secondary actress in a movie gets "Supporting Actress", but that is not a generic term, yet, I don't think---everybody will know what you mean, but they will think of the Oscars.
Portman was the female lead in the movie, the star of the movie, and the lead actress in it (pronounced "leed", not "led", of course). "Leading" does not work there. She can be a leading actress, meaning one of great stature.
We would not say that she won "an" Oscar for Best Actress on Sunday, because there is only one each year.