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I think "if you don't have it there, then where is the wine" should also be accepted.
I'm also a language learner, but according to my Oxford Paravia dictionary, such a use of ci is pleonastic. Pleonasm is the use of more words than are necessary to convey meaning. The dictionary gives the example "In questa casa non ci abita nessuno" as translating "Nobody lives in this house." in English. I can't find any explanation in my comprehensive grammar book "A Reference Grammar of Modern Italian" for when you use it and when you don't. Apparently, it's something we're going to have learn on a case-by-case basis!
ce is the form of "ci" used with pronomi doppi--double pronouns. In this sentence, and in the examples from "pleonasm", "ci" takes the meaning of "there", as an indication of a place. In English, we sometimes do not say or write words that are implied, however, in Italian the words are much more likely to be included. The above sentence translated more literally is "if you do not have any of it there, then where is the wine?" Similarly, the example from Pleonasm can be translated as "in this house, no on lives there".
