When you use the with an adjective that can be applied to people, it means all of the people who fit that adjective. It can also mean all of the people who fit that adjective within a certain context. Thus, the English means all English people, or in the context of football, it means English footballers (or, sometimes, fans), or by extension the English national team.
As such, any construction like that is plural:
The poor face many difficulties.
The disabled are often excluded from shops, bars and cinemas.
The French are widely considered haughty, but are actually a warm and friend people.
(Note that expressions like "the poor" and "the disabled" are often considered dehumanising and politically incorrect - but still widely used.)
So, we can see that "the English" in your question means the English sports team, or sports establishment, for whatever sport the World Cup in question is in. As such:
The English have won the world cup.