Jenny is right - you have to put the whiskey on a shelf, leave the room, and come back later.
You say you can't find the shelf. When you talk to the Sergeant, does he tell you to put it on the shelf? If not, my guess is there is something you haven't done that will trigger that response and then you will see the shelf.
In this game there are so many things that are triggered by some prior action by the player.
There is an excellent walkthrough at http://www.mrbillsadventureland.com/walkthrus/3skullsW/3skullsW.htm
It takes you step by step through the game. My suggestion is read it from the beginning to the point where you now are to see if there's anything you haven't done.
Hope this will help you.