Greetings! That's an interesting one to ponder. Hitler probably would have taken Russia, but would have had a hard time holding it, because of it's immense size. Geographically, Canada, the second largest country in the world is just over half the size of Russia. And Germany, by contrast is about the size and shape of Wisconsin and Minnesota. This shows us how easy it would be for the Russian army to retreat to the east (all the way to the Pacific, if necessary) and then push back when Germany stretched itself too thin. So therefore, I don't think Germany could have won World War II by attempting to conquer Russia.
Now, if Hitler listened to his advisors and attacked the UK to complete submission BEFORE going after Russia, then it is conceivable that Hitler could have completely conquered Europe, and would draw itself to a standoff with the US, but it would be a matter of time before Germany would lose. Germany/Europe would not be able to keep up with the industries of the United States. And as I pointed out before, control of Russia would be a very difficult, if not impossible task due to it's immense size.
As far as Stalin leaving Moscow, he was deeply paranoid about his own lieutenants, so I don't figure Stalin hanging around if the Wehrmacht sacked Red Square.
Thanks for the question. Take care.