By 'war' I assume you mean the Border conflicts specifically those of Khalkin Gol, it is important to remember that Russia was fielding vastly larger forces when compared with their Japanese opposites, also remembering that Russia was not fighting far from it's own supply lines. The Battles of Khalkin Gol lasted from May in the Spring of 1939 to September of the same year.

In May the Russo-Mongolian forces engaged the Japanese with around 2300 men (1250 being Mongolian) x12 76mm guns, x8 45mm anti-tank guns, x4 122mm howitzers, x4 SU-1-12, x8 T-37 tanks, x5 HT-26 flamethrower tanks, and x39 armored cars, the casualties being around: 171 killed/missing, 198 wounded, 13 armoured cars, 3 guns, and 15 automobiles. (note that the Russians operated without air support due to 'poor training')

June-July saw Zhukov (yes THAT Zhukov) take over from Feklenko as head of the 57th Corps on the 12th of June, on the 19th the 57th was reorganised into the 1st Army Group with Zhukov leading, also folding a number of fresh Soviet formations into the new Army Group. This marked a significant escalation in tensions when compared with May being just skirmishing on the frontier, 3200 Soviet troops were deployed to the eastern side of the river with the Mongolian 8th Cavalry Division, on the western side of the river was the 6th Mongolian Cavalry Division and elements of the Soviet Army Group (1 Armoured ((Car)) Company, 2 Artillery Battalions from the Motorised Infantry, 1 detached Artillery Battalion) Reserves were located around 120km away from the main deployment and consisted of 1 Motorised Rifle Regiment, 11th Tank Brigade, 7th Armoured Brigade, and the 8th Armoured Brigade which was currently in transit.

July saw the Japanese being given the order to 'expel the invaders' and the plan consisted of an assault in which the 72nd, 71st, elements of the 64th, and the 26th Infantry Regiments would attack the west bank of the river followed by the 'Yasuoke Detachment,' consisting of the 3rd and 4th Tank Regiments, the 64th Infantry Regiment, elements of the 28th Infantry Regiment, the 24th Engineer Regiment, and elements of the 13th Field Artillery Regiment, this force would attack the east bank and would form a pincer movement and thus destroy the Soviet formations on both sides of the river.

Anticipating this the Soviets counterattacked from the west bank with the 11th Tank Brigade and 24th Motorised Rifle Regiment (committing their reserves) suffering 77/133 tanks lost, 37/59 armoured cars lost, as well as 63 and 128 killed and wounded riflemen. With the Japanese losing 42 tanks, the Japanese assault failed and the Yasuoke Detachment losing almost all of its armour was beaten back and the Japanese failed to join the pincer and thus the assault failed. The rest of the month returned to the May type skirmishes and by the end of July Japan had lost around 5000 men.

August was when the Soviets were to go on the offensive, Zhukov anticipated war in Europe and wanted to clear the Japanese from Soviet controlled areas, thus the Army Group was reinforced by fresh infantry and armoured formations. The 20th was when the Soviets attacked with around 3 Infantry Divisions, 2 Tank Divisions, 2 Tank Brigades (~500 tanks), 2 Motorised Infantry Divisions, and 550 Aircraft. Facing them was just one Japanese Infantry Division which was only really around two Light Infantry Divisions, IJA intelligence was ineffective in perceiving the obvious Soviet threat with the Japanese only fully realising the extent of the Soviet presence when a series of aggressive probing assaults were launched ten days prior to the 20th, the Japanese were firmly entrenched with the Soviets losing around 1000 men and 8 tanks in the various assaults.

The 20th saw the main assault begin, all 550 fighters/bombers attacked the Japanese positions with continuous artillery bombardment also, the Soviets utilised a combined arms assault with Infantry Divisions attacking alongside Armoured Divisions, the Japanese Division was quickly encircled and eventually surrendered following a failed Japanese breakout and assault to relieve the encircled division. By the 31st the Japanese Division was all but wiped out, what followed was a cease-fire between Japan and the Soviets.

This conflict is not even slightly comparable to the Winter War, the conflict itself was restricted to a tiny area (the smallest being just 2.5 miles) and fought between a very well supplied Soviet Army Group supplemented with numerous armoured units and a superior strategy of combined arms assault utilising both air and ground units. Facing them was a Japanese force which had failed to achieve its objectives in it's July assault leaving it severely depleted and the final battle being fought between just a single (depleted) Japanese Infantry Division and over several Soviet Armoured/Motorised/Infantry Division. A resounding success for the Russians, not to mention that the protracted conflict took place between May and September which was essentially summertime. The Winter War was fought across a front that stretched from Leningrad to Petsaamo (~1500km), in winter, against an enemy fighting within it's own borders, with that enemy utilising tactics which avoided the kind of open conflict we saw at Khalkin Gol, the Soviets used strict discipline which didn't suit the terrain or type of fighting that the Finns were using, the Russians were under-equipped to fight in the almost -42 degree temperatures, and the tanks suffered as a result of the weather with them often getting bogged down or simply freezing up. Note that the Japanese were also extremely set in their strategy which did not prepare for such a large combined arms assault. Kharkin Gol and the Winter War are simply incomparable, they took place against different opponents, in different environments, in different seasons, entirely different strategies were used by the Finns and Japanese, and on a front that was 375 times as large.

Either way I hope I answered your question, feel free to inquire further, cheers.