alcohol = liquid containing ethanol which is designed for consumption, for example beer, cider, wine, spirits, etc.
wine = alcoholic beverage made from crushed and fermented grapes
spirit = alcoholic beverage made through distillation, usually with 40% or above alcohol by volume (eg. whisky, rum, vodka, brandy, gin, etc)
liquor = usually refers to spirits, NOT usually to beer or wine (but some people, especially in the USA, may use the term to refer to all kinds of alcohol)