You will be able to buy bottles of wine on board, but they will not be as cheap as you can buy duty free or your local supermarket. I will be surprised if there isn't a bottle already in your cabin to tempt you to buy it. Some companies give dire warnings about trying to 'smuggle' wine on board in their brochure's small print, some are more relaxed. We have recently sailed with Princess & while they said that anyone can bring wine on board for 'that special occasion', in fact many people, not only on embarkation, but at the ports, openly brought wine & beer on without being challenged.
Quite a few cruise ships will allow you to bring on two bottles of wine which you can then drink in your stateroom, don't forget a corkscrew though. You can also contact room service and buy that way or in the drinks shop on board. However alchol is not permitted, if you did bring any on board when offshore it would be taken from you and put into storage until the day/evening before you leave the ship.
Allow around $25 for a bottle of wine.