They do intend to win, but not in the way you'd imagine.
Quick reminder, in the USA, the President isn't elected by popular vote- instead, they're elected by electoral vote. Each state has a number of electoral votes; whichever way the majority of a state's population votes, that's the way the state's electoral votes are cast (yes, I know about Maine and Nebraska, but they're exceptions.) Whoever gets a total of
270 electoral votes wins the election.
The Democrats are aiming to win the states with the most electoral votes by glutting their urban centers until the urban population outnumbers the non-urban population. Since the urban population overwhelmingly votes Democrat, this means they don't even need to campaign beyond the comforts of the big city.
Look at California and New York. Both states went to Hillary, but if you break it down by voting district, the districts that voted blue are small- these are high population urban enclaves, such as Sacramento and New York City.
They are currently working to flip Texas (a Republican electoral powerhouse) blue by packing big cities like Austin and Houston. They're all but abandoning less populous states like Minnesota because they simply don't provide the numbers they need. Owning California, New York, Florida, Texas, and Illinois alone will give 171 of the 270 electoral votes they need to win. Given that most people emigrating from Democrat strongholds tend towards the cities and retain Democrat voting patterns means, within 20 years, the Democrats may have a lock on the Presidency- providing nothing unusual happens, like a second civil war.