Obviously you should store wine in a cool place - bilge - sometimes the wet locker - foc'sl - anywhere it can be bubble, towel or styro wrapped that does not interfere with engine heat, steering cables, electrical wires, etc.
Broken glass on a boat sucks!
The most unsettling factor will be the pitch and roll of a sailboat even at anchor!
Remember, wine should be experienced - savored - and shared.
For those special moments don't pack it away so tightly that you can't grab it when warranted!