In the penultimate episode of Game of Thrones season 8, episode 5, with the Mother of Dragons riding Drogon into battle, annihilating the entire Iron Fleet (though not killing Euron Greyjoy just yet), and forcing the Lannister army to surrender. But that's not how the war ended.
Episode 5 is officially titled "The Bells", with its direct meaning being applied to the Lannisters (and, by proxy, Cersei) surrendering. However, due to a continuing buildup of animosity for everyone and the realization that all she has left - and especially all she has left in Westeros - is fear, Dany fulfills her destiny and destroys all of King's Landing, effectively burning it to the ground with Drogon. She kills men, women, children, and presumably even her own people in the process - but she needed to do it, it seems.
By doing this, Dany truly becomes the Mad Queen, just as her father before her, Aerys II Targaryen, was the Mad King. Before he was killed by Jaime Lannister, which earned him the title of Kingslayer, the Mad King discussed Game of Thrones' final villain.
In addition to truly becoming a villain in Game of Thrones, Daenerys completed her task by Arya Stark. They may not be willing to live with Dany as their ruler, not after what she's done. She's the Mad Queen now, but it remains to be seen for how long that will be.
Varys made sure to spread his whispers about Jon Snow being Aegon Targaryen before he was executed. Once the lord of Westeros find out who he truly is and what he's done for them, perhaps they'll rally around him instead of Daenerys the Mad Queen, whose only true allies are the Dothraki and the Unsullied. The Northern armies may not stand for Dany's actions, which is something that could be deduced by the fracturing of the world map - along the north and south lines - which could indicate a revolution is coming.
Game of Thrones' series finale airs Sunday, May 19 on HBO.