This question will receive comprehensive answer if you state your country. Many countries have different laws on gambling taxes and I am sure your country have peculiar laws. In my country casinos collect taxes direct from win unbehalf of the government , which means avoid tax will not be possible. Maybe you would have to do research to determine gambling tax free nations and also consider if you can move to those places to avoid tax.

However, I don't think you should avoid tax especially if it is not too high. Taxes are what the government use to run your country and we need to support them in anyway we can.  I am comfortable with a neighbouring country's gambling tax laws because there is a provision that allows you to submit you gambling losses as expenditure for deductions. And I might consider moving there if I have such a big win.