The key to the wine cellar is one of the keys that Edward Carnby or Emily Hartwood can pick up inside Derceto Manor in Alone in the Dark.
Alone in the Dark[]
You can find the key to the cellar in small pantry adjacent to the kitchen Derceto, hung on a wall. With it you can access the cellar of the villa, but the area contains only a book and some bullets for the revolver, thus making it unnecessary to retrieve the key and reach the cellar to complete the game.