While alcohol isn't recommended for anyone playing a professional sport, and certainly not in large quantities, footballers certainly do drink alcohol. Of course there are some who don't, for all kinds of reasons (medical, religious, or from a belief that alcohol will affect their performance in the game) but they aren't the majority. Many players avoid drinking in the days before a match or tournament, but would still expect to have a drink at other times.
In fact, in many countries - the UK in particular - some footballers tend to have a problem with alcohol. The most recent famous example is Paul Gascoine, who started drinking heavily again after struggling to stay sober for long periods. Historically, perhaps the most high profile case of a footballer with a drink problem was George Best. This Manchester United player was so famous from the 1960s onwards that Royal Mail have just issued a set of stamps in his honour, but alcoholism ruined his career and probably shortened his life.