The proper way to win a cup:

- Sell all your players nearing the end of the season
- Replace with the lowest you can get (lowest quality 3-star and the crappy youth players)
- Start a new season and get frustrated at the auction wars to get a new strong team before your 1st match
- Magically manage to make a great 1st team that should overpower any opponent in the cup unless they do the same
- Get trolled and go out against the first inactive opponent on away goals.
- Realize the game doesnt make sense in many cases

Thats basically the way to go.