During set-up the weather is 0, the weather bonus/malus of the 1st tile is used during the production at the end of the 1st turn.
You have a sum-up of the wine tile you have to take during set-up according to the region in the set-up part of the book.
You always get 1 token per domain max and it's its value that differ : 0+1 per vineyard + 2 per winery + ...
Is it possible?
And then I receive bonus(free winery) 4 times?
Yes, you can use the 4 vineyards tiles from Lisboa in 4 different domains and receive a free winery in each one of these domains.