No you can't. They will hold it for you until the last night of the cruise and then you can pick it up at the Duty Free store.
If you wish to have liquor in your room you can order it through what's called a Bar set up. There are threads on here that explain that more fully if you search "Bar set up". You pay a premium, but then it's legal to have in your room. Hope this helps.
NCL allows the in-cabin bar set ups but you have to order it through them before the cruise. It isn't cheap, as Kraftsinc said, but it is the only way you can do it and abide by their rules. I think you have to call NCL to order it. It can't be done on-line.