Create an Apex trigger for Opportunity that adds a task to any opportunity set to 'Closed Won'.

ClosedOpportunityTrigger.tgr

trigger ClosedOpportunityTrigger on Opportunity(after insert, after update) {
    List<Task> oppList = new List<Task>();
    
    for (Opportunity a : [SELECT Id,StageName,(SELECT WhatId,Subject FROM Tasks) FROM Opportunity
                     WHERE Id IN :Trigger.New AND StageName LIKE '%Closed Won%']) {
        oppList.add(new Task( WhatId=a.Id, Subject='Follow Up Test Task'));
         
    }
    
    if (oppList.size() > 0) {
        insert oppList;
    }
}

trigger ClosedOpportunityTrigger on Opportunity(after insert, after update)
{
List TaskList = new List();

for (Opportunity a : Trigger.new)
{
    if(a.StageName == 'Closed Won')
    {
    Task t = new Task();
    t.WhatId= a.Id;
    t.Subject='Follow Up Test Task';
    TaskList.add(t);
    }
}
if (TaskList.size() > 0) 
{
    insert TaskList;
}

}