Unless an non-native population of Rainbow Trout were introduced to Lake Winnipeg at some point it is near impossible any Rainbow Trout was ever caught in this lake, and any story of such is simply the result of a fatigued rookie fisherman mistaking one fish for another.

Upon Further research, no documented case of lake Winnipeg being stocked with Rainbow Trout has been found. Further leading me to deduce that no Rainbow Trout should exist within this Lake.

2 of the rivers from my initial comment lie within Alberta, Canada. And the final within the Yukon.