The thing that holds the wine bottle is a split ring clamp. They are threaded so you can use them with hangar plates too. THere are a couple ways to build these. The way I did it was so I can just stab them in the ground. I have a welder so I just grind off the galvanising and weld them up.
If you had a deck a better way would be to use threaded rod with the split ring and a hangar plate on the other end. You can get the split ring clamp and hangar plate in the plumbing section at HD or Lowes and then you just need some threaded rod. Then just mount the hangar plate to your deck railing or wall or support posts. Google it and you will see what I mean.
One note on the size of split ring clamp is that there are different sizes of wine bottles. Many wine bottles need a 1' clamp but the ones in my picture use 3/4' clamps. Also you can use any kind of bottle; Whiskey, ketchup, wine, use your imagination...
The wick holder is a copper reducer 1/2" to 3/8". It was a little small for the hole in my bottle so I wrapped it with teflon tape. I used them for 4 hours at a school fundraiser last weekend (I grilled hotdogs to sell). They worked great and everyone was envious. I even sold one.
You can get replacement wicks for Tiki Brand torches in HD or Lowes. They are like 9" long which is what you want for something big like a wine bottle.