When someone says a bottle of wine, they may be referring to the bottle itself, but generally it's referring to the wine rather, and the bottle may be a measurement of that wine. For instance, "They drank a bottle of wine last night." means they drank that much wine. This can be applied to other things too...a bottle of milk, a cup of tea, ect.
However, when someone says "Wine bottle" they are generally referring to the bottle itself rather than the wine contained within it (or the lack there of). More often than not, this is referring to an empty bottle of wine. For instance "Could you hand me that wine bottle?" would refer to a bottle meant to contain wine.
Do you understand? ^^