If you bring your own wine, the steward will put it in ice for you. However, I think they charge a corkscrew fee.
Yes, there is a safe in the closet. Your KTTW is what you use to open and close it.
Yes, there is a "refrigerator", although most people like to call it a cooler. I thought it did the job well. Sometimes it took a day to cool off a bottle of water or can of soda, but it was nice to have in the room.
There is also a hairdryer in the bathroom -- although a lot of people don't think it's powerful enough.