Winding order just refers to the order in which vertices are "read" from their buffer. Since you're using non-indexed primitives, the order you declare them is the order they're read. So if your renderer describes "front-facing" polygons as wound clock-wise, you'd make sure they were listed like your example (so if you were to trace between verts as listed, you'd be going in a clockwise rotation).
For a standard square, with this established (clockwise) winding order, and given four corner locations, you'd likely draw
upper right, lower right, lower left, (triangle one)
lower left, upper left, upper right. (triangle two)
When you say "it still doesn't show" do you mean the second triangle, or anything at all?