First of all, before you can start working, you need to have a Social Security Number (SSN). As part of your DV process you have probably chosen the option to have the SSN assigned to you. However, it seems that in most cases, the process does not work. So - a few days after arriving in America, find the local SSA office (you can check that here) and check in. You can log in and check if they have software already in the system. However, I recommend just starting the program from scratch. You will need to take your ID (passport, and birth certificate is what you need for a DV winner). They will send an SSN card to any address you give them.
OK - what kind of work will you do?
As a new immigrant, you need to be genuine. Your savings will decrease faster (faster than you would believe), so it's good to get a job - any job. You will probably agree that you will take a step back. You may be an administrator in your home country, but high-level responsibilities require local knowledge. So, for example, a person in charge of a staff in the USA needs to know several HR rules, what is the acceptable way of dealing with subordinates and other administrators. So - keep your mind starting at the lowest position if needed.
You also need to know if your skills will be relevant right away. Let's say you're a brick builder. Most construction in America is not brick construction - so your skills may not be as important. If you have expertise or business, you may discover that the business is under license or insurance requirements that will take some time to find. So - you may need to get a regular job until you can improve your chances later.
Maybe your skills are transferable - like special IT skills. In that case you can search for a job within your knowledge right away. Just being truthful.
What work is there in the area?
Try and match your job search with the area you live in, or be prepared to change the location to find the right job. So - think you're a woodworker - that's a pretty useless skill in New York City. It sounds clear but honestly - it needs some thought.
Also consider the economy in the moving area. There is no sense in moving to the area that had the largest factory in town nearby. Look at the prospects in the area you plan to live in. I'll give you the tools to do this in a moment.

