Yes, you can bring wine or any alcohol, onboard. It must be carried on, not left with the porters and checked luggage, and cannot be in a cooler. It also should be consumed in your stateroom/verandah and not taken into any public areas. If you choose to bring a bottle of wine to dinner in a MDR, you will be charged a corkage fee ($20 I believe but not positive).
Enjoy your cruise!