Can you make a Molotov cocktail with alcohol?

for the most part no, no ordinary alcohol is that flammable and definitely wont catch instantly.

The best thing would be a bottle and gasoline because you don't need that much of it. Take a bottle fill it with gasoline and stick a rag in it that comes out of the bottle slightly, make sure the rag is soaked itself that way the flame instantly catches. Then to make the fire stick you're going to want to use a solute, sugar or salt would be the easiest to get ahold of. This makes it stick and actually cause the flame not to dissipate instantly causing little damage.

And that is how you make a Molotov Cocktail, so my suggestion to you is use small amount of gasoline, and enjoy your alcohol and watch things burn!