Well, of course, he did, even though he had been against the idea before the horrors of the Second World War seem to have caused his change of mind. In a speech at the University of Zurich in 1946 he said: 'We must build a kind of United States of Europe. In this way only will hundreds of millions of toilers be able to regain the simple joys and hopes which make life worth living.' (http://www.churchill-society-london.org.uk/astonish.html. It’s true he didn’t envisage the UK joining immediately: ‘The British Government have rightly stated that they cannot commit this country to entering any European Union without the agreement of the other members of the British Commonwealth. We all agree with that statement. But no time must be lost in discussing the question with the Dominions and seeking to convince them that their interests as well as ours lie in a United Europe.’ But he clearly saw the benefit of the union of erstwhile warring states, something that had first been argued for after WW1 most notably by the Conservative MP, Sir Arthur Salter (1st Baron Salter GBE KCB PC: 1881 – 1975) in his book ‘The United States of Europe’ (1923).
Ah, the wonders of history!