Losing a queen early on without any compensation or counterplay means almost certain defeat against anybody except for absolute beginners.
There is a certain "point system" which can be used to evaluate a position:
Basically you assign points to certain aspects of the position, like material, piece activity, king safety, space advantage, etc. Adding all those points (with weights depending on the aspects), you come up with a final number, for instance -2. The sign (-) means black is better and the number 2 means that all other things being equal, black could be up by 2 pawns. Of course it could also mean that material is equal and black has much more active pieces, etc.
Just for the material aspect the points assigned to the pieces is usually pawn: 1, knight/bishop: 3, rook: 5, queen: 9 (see this for details) or thereabout.
While this point system is used by computers, for practical play it is not really relevant. I don't know any decent player who would start adding numbers to assess a position.
Still you can use it to answer your question...
Looking at games of top players, within an evaluation of roughly -1 to + 1, i.e. at most a pawn up (all other things being equal), the game usually ends in a draw.
Around +-2, the game would usually be lost/won at GM/IM level, though people might still fight for a while depending on the position.
Around +-3, good players would typically resign immediately.
Of course there are exceptions to this rule and particularly in very tactical/wild positions with open kings and attacking potentials, there could be chances for the losing side.
Still it could give you an idea of what losing a queen (value 9) means...
I would like to know more about tactics when some player lost some important pieces, but played so well that he won the game. Are there any tricks that can be used here? I
The word you mean is "strategy" not "tactics". As outlined above, most people would resign in a situation like you describe. Still, if you think your opponent is weak enough to continue fighting there are a few things you can do to increase your chances:
- keep many pieces on the board (don't exchange pieces): this increases the potential for tactics
- keep the position complicated: typically this means open positions with lots of piece activity
- start a direct attack on the enemy king
- if time is limited try to force your opponent getting low on time, e.g. by moving quickly, doing unusual moves, etc.
- play for tricks/tactics (you really should never do this in chess because it is not how you play chess beyond a certain level...)