Wine is often made from grapes or other fruits that are then fermented to produce alcohol) In short- alcohol does have
carbohydrates, but the amount of carbs varies a
good bit between various types of drinks.
As for where calories come from... You can find products that have zero carbohydrates, but are still pretty high in calories. A calorie is actually a measure of energy. Basically, everything you eat requires a certain amount of energy to "burn" it completely.