I started looking into it at one point as I have a couple of contacts in Gibraltar however it's a very tightly reigned industry regarding selling regions and supplier restrictions.
If your selling within the UK, it might be. But you better check with a lawyer. I dont recomend selling internationally because the TAX of such items in the UK is very high compared to other countries like Cyprus for instance.
Check it up to date Toni but you never used to need a licence to sell wine by the case There are lots of on-line companies selling cigars and rolling tobaco etc. Not sure about what licence but in your business make sure you keep proper records for when the vatman calls. Rob