If you're carrying on your luggage and you're bringing your own wine they will see that when they scan it for security. They will tell you to go to the little table off to the right to pay your corkage fee. After that nobody checks. Here's the tip: you MAY be able to get away with not walking over to the table to declare your wine and thus skip paying your fee. Nobody walked us to the table, nobody even watched anything we did once we were through security. I'm honest so I'm not disappointed I paid the fee but one may be able to get away with skipping it especially if things are busy up there.
If you can keep your luggage with you...its so much easier getting off the ship with everything you came with.