That she has won the prizesurprised me. Here the underlined part is a/an -

That she has won the prize surprised me. Here the underlined part is a - Noun clause
- A noun clause is a group of words that band together and act like a noun. They're always dependent clauses.

একটি বাক্যের চারটি স্থানে Noun clause  বসতে পারে-
1. subject হিসাবে 
2. transitive verb এর object হিসেবে
3. Linking verb এরপরে complement হিসাবে 
4. Preposition এরপরে

• প্রশ্ন প্রদত্ত বাক্যে "That she has won the prize " clause টি  subject হিসাবে বসেছে, তাই এটি Noun clause.