"I don't think they let you take it to your cabin."
Certainly you can take it to your cabin.
You can take all the wine/champagne you want whether it's for use in your cabin or in the dining room.
There is no corkage fee if you drink it in your room, but there is either a $15.00 or $18.00 corkage fee if taken to the dining room.
If you take it to the dining room and don't finish the bottle, they will re-cork it for you, put your name on the bottle and bring it to you the next night - you will not be charged a fee again, but if you bring a new bottle another night, there will be another charge.