After completing the quest "March of the Dead" and receiving your reward from Captain Veleth, talk to Veleth again.
Your dialog options will be:
Is it difficult commanding the Redoran Guard?
Do you know someone called Miraak?
Who are the Redoran Guard?
What's the unusual armor you're wearing?
Ask him if it is difficult to command the Redoran Guard. Veleth says it can be. Even the most experienced warriors can fall prey to petty distractions. They usually didn't amount to much, but they make his job that much harder.
Ask Veleth about the petty distractions. He tells you that some of his own men have become quite accustomed to a spirit they call "Emberbrand Wine". Veleth despises the stuff himself. It's powerful and tremendously addicting. He has seen men fail to finish even a single flask. If he knew where they were stashing the bottles, he'd put an end to it himself.
Your dialog choices are now:
I could track down the stash for you
It'll turn up sooner or later
Choose the first option, to track down the stash. Captain Veleth says that would be helpful, since he does not have time to do it himself right now. Ask him where to begin. He says his men would be too smart to have left it in the Bulwark. He recommends searching one of the abandoned houses on the outskirts of town..
You get a new objective, under MISC:
Locate the hidden stash of Emberbrand Wine in Raven RockStash of Emberbrand Wine Location:
The Emberbrand Wine is located near the abandoned house, in a barrel between the two ruined houses
For help finding it, see the video games wiki, Orcz, which has screenshots and maps that help you find the wine:Skyrim Dragonborn: Hidden Stash of Emberbrand Wine Location
After you find it, return to Captain Veleth to complete the quest.