By default, a holder of a given prize token will receive any prizes their deposit wins, however they can 'delegate' their win chance to a different address, giving that address any prizes they win.
Delegations can be modified on the account page of of the Cabana app. Delegations are set per asset and by default are set to the owner of the prize token's address. To adjust your delegations, from the Account page click on the "gift" icon to the left of withdraw.
Click on "Change Delegate Address" or the input field to make it editable, then enter the address you wish to delegate to there.
This interface only allows for the delegation of your complete balance.