Drink makes them cry, they say (4)
I believe the answer is:
wine
'drink' is the definition.
(wine is an alcoholic drink)
'cry they say' is the wordplay.
'cry' becomes 'whine'.
'they say' shows a homophone (sound like).
'whine' is a homophone of 'WINE'.
'makes them' acts as a link.
This may not be correct. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for wine that I've seen before include "Rich red" , "Drink made from grapes" , "Alcoholic grape juice" , "Chianti or Chardonnay?" , "eg Claret" .)