Pons are usually used to set up formations and get promotions,( where you get the pon to the other side of the board and exchange it for any other piece you want except for king) and to do dirty work like sacraficing them to save the day.
If you lose, you had the opportunity to observe what your opponent did in order to win, and you might learn something from that. Losing at chess can be very educational.
The object of the game isn't to get your pawns to the other side...the object is to move your pieces in a strategic way to where your opponent cannot move their king without losing....which is when...
Technically, the king is never actually "captured" in chess. That said, a pawn can certainly be used to put a king in "check", though unless the pawn is protected by some other piece the king can...