How exactly do miners signal approval for BIP via nVersion?

The version and other parameters that can be used for signaling are usually set by the task producer (e.g., its own node or the pool that is mining it). This will issue a job to the mining hardware and include the version of the block to be created.

For your own pool or node, you must configure the pool or node software to generate tasks with the desired block version. It depends on the software. There may be settings you can set, or you may need to use a different version of the software itself.

If you mine using a third-party pool, you will usually need to switch to another pool to send a signal.

This is not a vote, but a signal of readiness. The purpose is for miners to signal to all other nodes in the network that they are ready to enforce new soft fork rules. Since hashrate hardware does not receive and verify new blocks and transactions, setting versions (or other signaling mechanisms) is meaningless. Therefore, the entity issuing the operation must receive and verify new blocks and transactions, thereby establishing a version and thus deciding whether or not it is ready to enforce new rules.

Does a vote only count if the block wins?

yes. The only way for other nodes in the network to know what you are signaling is if they receive a valid block from you. Therefore, you must create a valid block to calculate it.