Winniebago by definition is american motorhome. But in Goldfrapp's song however, I believe they talk about drugs. The song goes:

"Now take me dancing
At the Disco
Where you buy your
Winniebago
I wanna ride on a white horse"

So it might be interpreted as: take me dancing (dance as having fun), at the disco (at a place, space), where you buy your "ride" (since u'd buy a car in a motorhome it can be a methaphore), I wanna ride on a white horse (that's her choice of "a ride"-of a drug)

I'd guess it's cocain because of "white", but heroin is sometimes refered as horse, especially in Europe, so it might be heroin.

Later the song goes:
In the whirlpool
We'll go deeper
In this world that's
Getting cheaper
I wanna ride on a white horse

so it makes sense.

An american motorhome.