If you plan to utilize a self contained cooling unit you will need to make a hole in the wall adequately sized for the unit.  You will also need to run an electrical outlet near the space and it may need to be on the inside or outside of the unit based on the unit you decide to purchase.  Many of these units also require a drain line, so you will need to allow for a location for a condensate drain.  These units also do not have the ability to add humidity to a wine cellar so you may need to allow for a 110V electrical outlet for a humidifier in the wine cellar.  For more information on these units please click on the following link:

www.winecellarinnovations.com/ref_bw.htm