According to a legend Swedish king Erik the Holy made the first crusade to southern Finland in 1155. So I guess you could say Swedes won a war. Of course, there really weren't any Swedes or Finns at the time. Finns were just a bunch of diffirent tribes and Swedes were only little more organized.
Swedish is a germanic language and Finnish is a fenno-ugric language. So there is no relation between the languages. Little example.
English:Welcome to Amiga.org
Finnish:Tervetuloa Amiga.org:iin
Swedish:Välkommen till Amiga.org