There are several places in the capital Bandar Seri Begawan that serve alcohol. They don't officially exist, but if you do some research, you'll find out where to go.

Several Chinese restaurants sell "special tea", aka beer in a teapot. If you find any place selling pork, there's a good chance they sell beer too.

There's also a famous hotel that has a hidden "lounge bar" with unmarked doors. It's frequented by the Police and various members of the Sultan's family - no need to worry about being caught drinking alcohol there. You'll need a local to tell you the location, just stop any white expat on the street and ask them, there's a good chance they'll have been there.