When you board from port, they will see the bottles when you go through the x ray and send you off to the side so that a couple of crew members sitting there can check in your port alcohol purchases, take your bottles, mark them with your stateroom number (they put on some tape and write the number) and give you a receipt. You will get a different receipt for each port in which you purchase liquor (other than beer and wine). On the last night of the cruise, the debarkation leaflet will have the name of the location where you can go to pick up your alcohol the next morning - bring your receipt(s) and they will have you sign for your bottles. Alcohol pickup was between 7 and 9 am on debarkation day.
If you are planning on leaving your luggage out the night before debarkation and having it sent directly to the airport, remember that if you buy any alcohol in port that you can't take it through airport security - it has to go into checked luggage. So you'll have to keep a bag with you to check at the airport.
Bring a bag with you to the pickup point - they said they had some plastic bags available for carrying bottles, but they ran out of them pretty quickly.