What any cartridge will do, including the 300 Win Mag, depends a whole lot on the bullet.
Most common seems to be a 180 grain load. This normally has a typical muzzle velocity somewhere in the 2900 to 3000 fps range. In comparison, the normal 30-06 180 load does about 2750, give or take. Given that the 180 30-06 load is capable of taking any game on the continent, the 300 win mag is just more so....
At nearly 3000 fps, many regular old school cup and core bullets can be pretty stressed out at short range impacts on hard bone. These old school loads, like a Rem Corelokt, Win Powerpoint, etc are fine for most applications and likely excel on deer and such. Much over expansion sometimes leads to under penetration on big stuff like moose. For bigger game, the impact speeds the 300 WM is capable make a premium, deeper penetrator a good idea. TTSX, Accubond, Interbond, Partition come to mind.
if any of those loads are stuffed with anything like a ballistic tip, especially in something like a 150 or 165, or any other fairly fragile bullet, DONT use the 300 Win Mag on anything big. Those bullets will be well in excess of 3000 fps muzzle velocities, and will open EXPLOSIVELY, with relatively shallow wounds. They'd limey be fantastic on something like coyote, as long as you don't want the pelt.....
You can do near anything you want to with that cartridge. Just be sure to match the bullet contraction to the game...