If you buy on the ship they hold it till the end of the cruise. You are not supposed to bring any alcohol on the ship but many people do. Pack it in your luggage. There is security that you do go thru everytime you get on the ship. I took a water bottle with me on shore excursions and brought it back with something in it. If you do buy & smuggle in bottles, don't leave them laying about in your room.
This is Celebrity's policy on alcohol;
Celebrity will not serve alcoholic beverages while a vessel is at sea to any guests under 18 years of age. In port, the minimum drinking age is 18 or 21 in accordance with the local legal age limitations. No alcoholic beverages may be brought on board for consumption.
Tha is policy as written by Celebrity.