I doubt the veracity of the quote. The quote does not catch the force in Swami Vivekananda's writing. He probably used this phrase several times in his public life. I am giving one example of it below. He always talks of strength and never of failure.
Our poor people, these downtrodden masses of India, therefore, require
to hear and to know what they really ...
This is the full quote
Arise, awake, and stop not until the goal is achieved. Take risks in your life. If you win, you can lead, if you lose, you can guide.
This website confirmes it. It is from Swami Vivekananda.It is from the book Raja Yoga,
according to this website.
So the answer is yes it is by Swami Vivekananda