These appear to be termites; winged ants have a few distinct traits (in antennae, "waist," and wings) that we don't see here which separate them from winged termites. Termites can't subsist on mulch, so they aren't infesting it in the sense of consuming the wood chips themselves, but might be nesting in the soil below it (in which case, they are not a concern). They might also be tunneling in wood like the piece shown in the photo. As long as they are not emanating from inside a building or its exterior structure, termites in the yard aren't a big concern and can be left alone. Birds and other wildlife love to consume winged termites, so most of those that are flying about won't survive to start new colonies of their own.

Miri