Winona - Hardcoverby Walter Bennick (Author) Located on an island in the Mississippi River in southeastern Minnesota, Winona has been home to the transportation industry from its earliest days. Before Winona was a city, Native Americans and European explorers sailed past "Wapasha's Prairie" in birch bark canoes, keel boats, or small sailboats. As early as the 1820s, steamboats plied up and down the "Father of Waters," carrying people and goods to and from the interior.