Yes, Costco sells all kinds of alcohol, beers and wines, they normally have what we call in Alberta a "liquor store" (as opposed to a beer store in Ontario) with a separate entrance attached on one corner of the main retail building. Local laws prohibiting the sale of booze in a retail facility where other items are available, like the food you may want to eat at the same time, are to blame. Thus the different entrance.

Expect the trip to Banff to take roughly 2 hours from YYC depending on traffic and weather.