I took a few days to think about this question - the "2" - indicates the answer is just "2" possible generals who never won a battle. My search first brought up the name General Irwin McDowell (promoted to General, 1861). I also found a source that claimed McClellan never won a battle - I wasn't convinced because he is credited with The Battle of Rich Mountain, and to most, the Battle of Antietam is viewed as a draw or a tactical Union strategic win.
When I got the list of all commanders of the various armies, each one seems to have had at least 1 victory - even (Pope/Burnside/Hooker). I did find General Nathaniel Lyons died in his 1st major battle which was a Union defeat at The Battle of Wilson Creek. He won at Boonville, Missouri, but I saw this described as a skirmish.
However, as I reflected on the question - and the lack of specifics on "generals" - (could it be a general that wasn't in over-all command), I found several that fit the parameter of the question as written.
General (promoted to general May, 1861) Samuel Heintzelmam. He led a division at the 1st Bull Run, led men in the Peninsula Campaign and Second Bull Run but due to his age he retired never having a victory. He's a general, led men in battle, never won a battle.
General Charles Stone (the 1st man to enlist in what would become the Army of the Potomac) was promoted to brigadier general May 1861, and led men also at Bull Run and at Ball's Bluff (where he was blamed for the defeat) and was removed from command and put in prison on orders from Secretary of War Stanton. When released from confinement - he was denied chances to serve again and when he did go out into the field in the West, he was quickly pulled out. He would eventually resign in September, 1864 - never seeing a victory.
It appears that when General Franz Siegel was in "command" of an army in battle - he lost Carthage/Wilson's Creek/New Market. General Siegel was at The Battle of Pea Ridge yet it lists General Samuel Curtis as the commander of that victory.
The question also seems to allow for General Dixon Miles, killed on September 16, 1862 following the Battle of Harpers Ferry - he was in command and had previously fought at Bull Run never experiencing a victory.
It looks like the answer posted will explain to me the specifics of the question. The bottom line is (excluding General Lyons and General Miles): they may have lost their battles - but in the end they won the war.
All material was mostly gathered from Wikipedia.
https://www.quora.com/Who-were-the-worst-commanders-in-the-American-Civil-War