How to take wine onboard.

One of the reasons we are cruising with P&O for the first time, is their liberal attitude to taking wine on board. If I wanted to take a case onboard (24 day cruise from Southampton, so not too excessive!!) do I just carry it with me, or is it possible to put it through the infamous 'hole in the wall' (whatever that is) with the appropriate luggage tag?

All advice would be most welcome.

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I usually pack wine into a cool box and seal it . That travels fine then I top up as I go along at the ports.

Have a great cruise.