Start at www.ttb.gov. You should start there by finding out who the agent for winery licensing in your area is. Now is a good time to start, btw .. the feds have temporarily suspended the "Special Occupation Tax" for wineries. You will still need to provide a bond .. min of $1000 worth, or cash deposit (that's what I did).
But wait! ... There's MORE!!! You will need to check your city or county for zoning restrictions and possibly a license. If you operate a tasting room you will probably need a license for food handling from your Health Dept or State Dept of Ag and you may need a license to sell retail alcohol. You will probably need a "Food Producer" license from your State Dept of Ag. Last, but certainly NOT least .. your states alcohol regulatory agency. They are ALL different, but most involve inspections, regulations, fees and a bond, oh, and TAXES.
It's daunting, but doable .. we started up in 2001 here in OR. Our roughest sailing by far had to do with county zoning .. fortunately, we decided to do that first! We had to resort to a rather clever way around a zoning restriction. If you have trouble there, drop me an email
Charlie
Johnny Mc