We want "this" or "these", which is a "dies-" stem. "Wein" is a masculine noun and it's the subject, so you use masculine nominative and it becomes "dieser Wein".
'auf' never means from, but rather on or upon (auf dem Tisch=on the table)
It's just a different sentence. The two sentences convey the same information, but the construction is different. "Dieser Wein kommt aus Spanien" breaks down into: '[this wine] is/comes from Spain'. Your breakdown of: '[this] is [wine from Spain]' would be "Das/dies ist Wein aus Spanien." 'This wine' specifies the subject as wine, whereas 'this' could be 'whatever is in this box, behind the curtain,' etc.