To win Squadro, you need to be the first player to make a return trip with four of your five pieces.
Each player starts with their five pieces in troughs on their side of the game board, with players sitting perpendicular to one another. When you move a piece, you move it a distance based on the strength indicated in the trough that you're leaving. Once the piece has made its way across the board, you move it back based on the strength on the other side. If you pass over an opposing piece while moving, then that opposing piece must return to its last departing base and your moving piece advances one cell further than where the opposing piece was.
Although it is easy to reach a situation where moving any piece implies putting it at risk — therefore making you not want to move — it is important to note that having some of your pieces taken and making your opponent advance is often beneficial to you, since it reduces the amount of possible moves your opponent can perform and gives you extra moves. So do not be afraid or reluctant to place some of your pieces in front of your opponent's, because it can be good for you.