where is mention of WW1

I'm assuming as WW2 started the WW1 was won by the allies.

Why? This is a show about a post-WW2 world.

WW1, discovery of the New World, Krakatoa, Dinosaurs, none of things are in the scope of this story.

Brevity is the soul of wit.

The point of departure (the place where their storyline diverts from ours) was between WW1and WW2 in the book (without getting into specifics), I don't know if it's the same here.

In the book, the timeline diverged in February 1933 when FDR was assassinated prior to his inauguration. (This isn't a spoiler.) As of the end of the second season, we haven't seen anything on the show AFAICT to suggest the show's timeline diverged any earlier, so presumably World War I played out the same way as in real life.