1. Tell me what you won.

2. Tell me what you won in the competition.
3. Tell me what you won in the race.
4. Tell me what you won in the English speech contest.
==================
Are they all grammatical?
Is 'what' an interrogative pronoun? Or is 'what' a relative pronoun?

All are correct.

In these sentences, "what" is an interrogative pronoun since it introduces an indirect question in each.

What did you win?
What did you win in the competition?
etc.

Yes, all four sentences are grammatically correct.

In each sentence, "what" is functioning as an interrogative pronoun, which is used to ask about or for information. It is not used as a relative pronoun in any of these sentences.

To analyze the sentences further:

1. "Tell me what you won."
This is a general question asking for information about what the person has won. The answer could be anything, not specified to a particular event or competition.

2. "Tell me what you won in the competition."
This sentence specifies that the person is asking about what was won in a specific competition.

3. "Tell me what you won in the race."
Similar to the previous sentence, but this time, the person is asking about what was won in a race.

4. "Tell me what you won in the English speech contest."
Here, the question is asking specifically about what was won in an English speech contest.

By using "what" as an interrogative pronoun in each sentence, the speaker is asking for information about the object or prize that was won.