Primers usually go by size - say large rifle or small rifle. Then also by "power" - so there are also large rifle magnum and small rifle magnum. Usually magnums listed for ball powders, or for cold weather, or for larger capacity cases. I am not familiar with primers for handguns - may or may not be similar. One brand to another might have differing sensitivity to firing pin strike - so Federal 210 typically mentioned as "going off" easily, whereas the CCI No. 34 likely needs or wants a firmer strike to fire. Was some history with Winchester primers cracking or puncturing their primer cups upon firing - many rifles had bolt faces ruined by those - not sure if that was resolved, or when, or if the problem batches were actually identified or not. So far as I know, various brands of same size could be used with appropriate work-up - so RWS, CCI, Remington, Winchester, Federal are some of the brands that I know of that all make "large rifle" or "large rifle magnum" primers - and they may or may not be interchangeable in your loadings. One or another might perform "better" - is sort of up to you whether your shooting ability can demonstrate that or not.
I had forgot - is also "Match" versions of those primers - I find them a bit of mystery - had read they are made from "normal" components, but by more experienced machine operators. I do not know, for sure, what makes a "Match" primer different from the same makers regular primer (besides the cost to buy, usually).
Maybe to help you - you do not "need" Winchester Large Rifle primers for your 25-06 - if it was here and I was loading up for it, it would be getting Fed 210 or Fed 215, or CCI BR-2 - because I have those. But, unless you know better, is usually not a good idea to "work up" a loading with WLR and then simply swap next time to Fed 210. I would say certainly NOT recommended to swap to a WLRM or Fed 215 without re-working up that loading, although the magnum primers might actually turn out to have been a better choice for you.