If I'm not mistaken, there will be a desk where you will place your alcohol when you are beginning the boarding process at the point where you give the stewards your luggage for delivery into your room (i.e., anything luggage that you are not carrying on). They will place your room number on it, and viola ! It shows up in your room.
FYI: Always carry on the ship what you will need for the first few hours, i.e., medication, etc., and there is some delay to the arrival of your luggage to your room.