Brunei is a dry country. This means that there is no alcohol for sale anywhere in the shops, and you can't order alcohol in the bars or restaurants.
As a non-muslim you are allowed to bring in 12 cans of beer and 2 bottles of wine or spirits every time you enter the country though (remember that when you come to see us!!!). As long as it's 48 hours since last time. So when the guys go flying, the can bring some home.
If you don't have any flights that allows you the extra time to go shopping on turnaround, you have to do the "border-run" to stock up.
This means driving about 40 min to the border, park there, walk over to a little shop on the other side, buy your allowance and walk back again. Of course, you also take the opportunity to have a drink while you there!
What you are allowed to do though, in most restaurants, is bring your own (booze), known as BYOB. It is kind of funny, everybody arrives with their little cooler bags, full of beer and wine. Here I am yesterday on our way out for dinner, with our very chic bottle tote: