Can I get winemaking, martial arts, and all that stuff on my town? Sims learning those skills and stuff?

Most of these activities are available in your hometown, the only one that is not is the martial arts tournament.

If you mean whether Sims you don't play will learn these skills on their own, then the answer is yes, and no. If you place an academy, inactives will visit it like a gym and train and learn martial arts skills. All it needs is for the training objects to be present. They will use both the training dummy and the board breaker and start to meditate on their own once they reach the necessary level. They won't spar though.

Nectar making requires the nectar machine and this cannot be used autonomously by inactive Sims. I also don't think that there is any mod that makes this available, because of the many steps it requires to make a bottle of nectar. But your own Sims can make nectar just fine.

Both the martial arts equipment and the nectar maker can be bought in the "buydebug" category.

You need to flag the Martial Arts building in edit town as an "Academy." and you need to flag the nectary as a "Nectary" in edit town. That way they will function as they should.
Make sure you put all the items they need in the building to make nectar or gain skills.