"He followed the two elves, until they entered a small cellar and sat down at a table on which two large flagons were set. Soon they began to drink and laugh merrily. Luck of an unusual kind was with Bilbo then. It must be potent wine to make a wood-elf drowsy; but this wine, it would seem, was the heady vintage of the great gardens of Dorwinion, not meant for his soldiers or his servants, but for the king's feasts only, and for smaller bowls, not for the butler's great flagons."
The Wine Cellar is a secondary resource building of the Lothlorien faction. It can be built on one of the build plots that is provided by the Mirkwood Outpost.
Since the building provides reduction to the costs of Mirkwood heroes, it should be used wisely. The best way to use it is first build two or three Wine Cellars, train your heroes with discount, and then demolish one or two. In their place build Troopchambers, which provide a reduction to the cost of the units of Mirkwood.