Is there a special, separate license to operate a wine shop vs. beer or liquor?

It depends on the state laws. Some state limit the sale of liquor to special, state-run stores, while other states issue licenses to allow retailers to sell liquor alongside other merchandise. Selling beer and wine also requires a special license, again, depending on the state. Licenses are controlled and limited. There are restrictions about how many licenses can be issued in a particular area, within what distance a school, etc.