Alcohol occurs in Wine due to yeasts.
During Fementation the yeast cell takes a sugar molecule and turns it into Ethanol at a ratio of 1:2.
This process creates two Co2 molecules, heat, and some other byproducts.
One of the most important of these byproducts is Glycerol. Glycerol is responsible for giving the wine sweetness and might be part of the reason for a less viscous and mouth coating texture in wine. The more sugar in the grapes the higher the ABV of the wine.