There are three places in town to get a mixed drink, The Harbor View Cafe (http://www.harborviewpepin.com), The Pickle Factory (http://www.pepinpicklefac...) and Third Base Bar.
You can get a glass of wine or beer the Garden Pub & Grille or Shoreline Pub. The Third Street Deli & Juice Bar has lovely off-sale wines.
It's Wisconsin, so you can buy beer in both convenience stores and the grocery store. The closest liquor store is in Nelson, six miles down-river.