Welcome aboard! The reason its called a water pan is that it's designed to hold water. In the case of your Brinkmann, it's actually an integral part of a pretty simple but effective design. Since water won't go above 212˚, a gallon or so of it makes a fairly effective "damper". You've got 7 or 8 pounds of mass that's at a constant temperature, and that's gonna keep the tiny interior volume of that smoker fairly stable in the mid 200's. In addition, it provides a moist cooking environment which can be beneficial to the exterior of your food.
This is all well and good in theory. In practice, that 7 or 8 pounds of water takes a LONG time and a good bit of fuel to get up to temperature. And it's constantly evaporating. As it's evaporating, its mass is decreasing, as its ability to modulate the temperature in the smoker. Again, in theory, this works out just fine, as the size of the coal pan and the size of the water pan are pretty well matched. As the coals are consumed, their ability to heat the smoker is decreasing, so the decreased water volume makes it easier for the decreasing amount of fuel to keep the temp stable. In a perfect world, the water and coals would both be depleted at the exact instant that your food reached the perfect doneness. And then you, the Easter Bunny, the Tooth Fairy and Santa Claus could all have a lovely meal together. In other words, that's not very likely.
In the real world, what's going to happen is the water is going to evaporate and the temperature is going to go nuts. So, you're going to try to refill the water pan, In the process you're going to create a huge cloud of steam, which is going to burn your hand causing you to jerk violently, spilling the remainder of the water into the coal pan, dousing the fire and creating an ash cloud which will settle on your food. Then it's pizza time. Don't ask me how I know this.
So, someone came up with the idea of replacing the water with something that won't evaporate. Like sand. You can also use an unglazed ceramic saucer like the ones that go under potted plants. Or a cast iron dutch oven. Or a bunch of rocks. Basically anything that will absorb and hold a lot of heat will work. If you're stuck on having a moist cooking environment, you can also put a pan of water in there. I don't bother, as I like a dryer cooker. I think things like chicken skin and the bark on a pork butt turn out better that way. But that's just me.
As far as the wine is concerned, if it makes you happy keep right on doing it. Just remember, the alcohol in the wine will boil off around 170˚, followed shortly thereafter by the water. And that's all. Everything else stays right there in the pan. That's why distilled spirits taste pretty neutral and a wine reduction sauce tastes like supercharged wine.
Anyway, sorry for the longwinded post. Slow day today.
Let us know how it's going with the ECB!!