Instead of the winning the lottery, just think of what happens when a government entity creates lots of new money and showers it down on the population, all with the same amount of goods being produced. What does the extra money do to prices of goods?

And it does not necessarily go to where the government wants the money to go. In other words inflation of the money supply does not raise the price of all goods evenly.

Very similar to your "a guy wins the lottery" example. Depends on where he spends it where and how much it increases local land prices.